-0.1%
FXC vs VT
+215.5%
-215.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.1% | -2.3% | +1.3% | -0.7% |
| 30D | +1.0% | -5.0% | +5.9% | +1.8% |
| 3M | -0.7% | -4.9% | +4.2% | +0.1% |
| 6M | -3.4% | -1.5% | -1.9% | -3.3% |
| YTD | -2.7% | +8.5% | -11.2% | -4.3% |
| 1Y | 0.0% | +11.4% | -11.4% | -2.1% |
| 3Y | -0.1% | +70.1% | -70.2% | -10.1% |
| 5Y | -7.6% | +53.7% | -61.3% | -16.0% |
| All | -0.1% | +215.5% | -215.6% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling