+144.4%
FXH vs VT
+221.8%
-77.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +1.2% | +2.4% | -1.2% | -0.8% |
| 30D | +5.0% | -1.5% | +6.5% | +6.4% |
| 3M | +5.3% | -4.1% | +9.5% | +9.0% |
| 6M | +21.5% | +0.6% | +21.0% | +20.2% |
| YTD | +22.0% | +11.0% | +11.0% | +10.6% |
| 1Y | +23.9% | +13.3% | +10.6% | +10.3% |
| 3Y | +53.0% | +73.4% | -20.4% | -6.9% |
| 5Y | +16.5% | +57.4% | -40.9% | -23.0% |
| All | +144.4% | +221.8% | -77.3% | -15.8% |
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