+71.4%
FXG vs VT
+217.6%
-146.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +6.0% | -3.1% | +9.1% | +7.7% |
| 3M | -1.7% | -3.5% | +1.8% | +0.1% |
| 6M | +3.2% | +0.5% | +2.7% | +2.3% |
| YTD | +5.6% | +10.8% | -5.2% | -1.4% |
| 1Y | +4.9% | +11.9% | -7.0% | -2.6% |
| 3Y | +12.8% | +73.0% | -60.2% | -20.6% |
| 5Y | +17.0% | +58.6% | -41.6% | -13.8% |
| 10Y | +71.4% | +219.2% | -147.8% | -24.0% |
| All | +71.4% | +217.6% | -146.2% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling