+559.7%
FYX vs VT
+346.0%
+213.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -1.1% | -2.3% | +1.2% | +1.2% |
| 30D | +1.6% | -5.0% | +6.6% | +6.7% |
| 3M | -4.8% | -4.9% | +0.1% | -0.1% |
| 6M | +2.2% | -1.5% | +3.7% | +3.5% |
| YTD | +21.9% | +8.5% | +13.4% | +12.1% |
| 1Y | +28.3% | +11.4% | +16.9% | +15.0% |
| 3Y | +78.8% | +70.1% | +8.7% | +7.0% |
| 5Y | +43.8% | +53.7% | -9.9% | -4.4% |
| 10Y | +231.7% | +220.0% | +11.7% | +18.0% |
| All | +559.7% | +346.0% | +213.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling