+392.2%
FXG vs VT
+363.9%
+28.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.4% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +8.2% | -1.4% | +9.6% | +8.9% |
| 3M | -1.5% | -1.4% | -0.1% | -0.9% |
| 6M | +0.9% | +5.5% | -4.6% | -2.5% |
| YTD | +6.3% | +12.8% | -6.5% | -1.1% |
| 1Y | +5.9% | +15.4% | -9.5% | -2.7% |
| 3Y | +13.4% | +76.9% | -63.5% | -18.3% |
| 5Y | +18.6% | +60.4% | -41.8% | -10.7% |
| 10Y | +69.7% | +232.8% | -163.1% | -14.7% |
| All | +392.2% | +363.9% | +28.3% | +96.3% |
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