+0.2%
FXC vs VT
+221.8%
-221.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.0% | +2.4% | -3.4% | -1.4% |
| 30D | -0.2% | -1.5% | +1.3% | 0.0% |
| 3M | -2.3% | -4.1% | +1.8% | -1.6% |
| 6M | -3.9% | +0.6% | -4.4% | -4.1% |
| YTD | -3.7% | +11.0% | -14.7% | -5.6% |
| 1Y | -1.5% | +13.3% | -14.9% | -3.9% |
| 3Y | -0.4% | +73.4% | -73.8% | -10.7% |
| 5Y | -7.7% | +57.4% | -65.1% | -16.4% |
| All | +0.2% | +221.8% | -221.6% | -20.7% |
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