-23.3%
FXC vs VT
+345.0%
-368.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | +0.6% |
| 7D | -0.1% | -4.2% | +4.0% | +0.9% |
| 30D | +1.5% | -5.8% | +7.3% | +2.9% |
| 3M | +0.1% | -5.2% | +5.4% | +1.3% |
| 6M | -2.7% | +0.1% | -2.9% | -2.9% |
| YTD | -1.9% | +8.2% | -10.2% | -4.0% |
| 1Y | +0.8% | +10.1% | -9.3% | -1.8% |
| 3Y | +0.4% | +69.7% | -69.3% | -12.6% |
| 5Y | -6.8% | +53.4% | -60.2% | -17.3% |
| 10Y | +0.9% | +219.2% | -218.3% | -27.2% |
| All | -23.3% | +345.0% | -368.3% | -55.7% |
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 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