+10.7%
FXF vs VT
+363.9%
-353.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +1.7% | -1.4% | +3.1% | +1.8% |
| 3M | -1.1% | -1.4% | +0.3% | -1.0% |
| 6M | -4.3% | +5.5% | -9.8% | -4.6% |
| YTD | -3.5% | +12.8% | -16.3% | -4.2% |
| 1Y | -1.3% | +15.4% | -16.7% | -2.1% |
| 3Y | +8.8% | +76.9% | -68.1% | +5.0% |
| 5Y | +9.0% | +60.4% | -51.4% | +5.5% |
| 10Y | +9.2% | +232.8% | -223.6% | +1.0% |
| All | +10.7% | +363.9% | -353.2% | -10.0% |
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