-23.1%
FXC vs VT
+363.9%
-386.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +2.1% | -1.4% | +3.6% | +2.5% |
| 3M | +0.9% | -1.4% | +2.3% | +1.2% |
| 6M | -2.5% | +5.5% | -7.9% | -3.8% |
| YTD | -1.6% | +12.8% | -14.4% | -4.6% |
| 1Y | +1.1% | +15.4% | -14.4% | -2.6% |
| 3Y | +0.7% | +76.9% | -76.2% | -13.1% |
| 5Y | -6.4% | +60.4% | -66.8% | -17.8% |
| 10Y | +1.2% | +232.8% | -231.5% | -27.6% |
| All | -23.1% | +363.9% | -386.9% | -56.0% |
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