-13.2%
FXB vs SPY
+754.8%
-767.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.5% | -2.7% | +2.2% | -0.1% |
| 30D | +1.0% | -5.4% | +6.4% | +1.8% |
| 3M | -0.4% | -4.1% | +3.7% | +0.1% |
| 6M | -0.9% | +0.7% | -1.6% | -1.1% |
| YTD | +0.6% | +8.7% | -8.1% | -0.7% |
| 1Y | +3.6% | +10.9% | -7.3% | +2.0% |
| 3Y | +16.8% | +75.0% | -58.2% | +7.1% |
| 5Y | +9.4% | +67.8% | -58.4% | +0.4% |
| 10Y | +16.3% | +312.9% | -296.6% | -7.0% |
| All | -13.2% | +754.8% | -767.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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