+338.4%
FXG vs VOO
+817.1%
-478.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +6.0% | +2.0% | +4.0% | +4.4% |
| 6M | -3.7% | +13.0% | -16.7% | -11.2% |
| YTD | +6.6% | +13.6% | -7.0% | -2.2% |
| 1Y | +2.1% | +20.1% | -18.0% | -9.7% |
| 3Y | +8.6% | +77.6% | -69.0% | -27.0% |
| 5Y | +21.5% | +82.4% | -60.9% | -21.0% |
| 10Y | +57.6% | +316.8% | -259.2% | -46.2% |
| All | +338.4% | +817.1% | -478.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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