+11.8%
FXF vs VT
+374.2%
-362.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -0.3% | +1.0% | -1.3% | -0.4% |
| 3M | -2.6% | +2.4% | -5.0% | -2.8% |
| 6M | -4.0% | +12.0% | -16.0% | -4.7% |
| YTD | -2.5% | +15.3% | -17.8% | -3.3% |
| 1Y | -1.0% | +22.6% | -23.6% | -2.2% |
| 3Y | +8.4% | +74.7% | -66.3% | +4.7% |
| 5Y | +10.1% | +66.1% | -56.1% | +6.3% |
| 10Y | +11.4% | +225.0% | -213.6% | +3.3% |
| All | +11.8% | +374.2% | -362.4% | -9.2% |
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