+146.2%
FXH vs VT
+215.5%
-69.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -0.6% | -2.3% | +1.7% | +1.4% |
| 30D | +6.0% | -5.0% | +11.0% | +10.7% |
| 3M | +7.3% | -4.9% | +12.2% | +11.8% |
| 6M | +19.1% | -1.5% | +20.6% | +19.9% |
| YTD | +20.6% | +8.5% | +12.1% | +11.5% |
| 1Y | +24.6% | +11.4% | +13.2% | +12.6% |
| 3Y | +49.1% | +70.1% | -21.0% | -7.8% |
| 5Y | +16.1% | +53.7% | -37.6% | -21.7% |
| All | +146.2% | +215.5% | -69.3% | -14.2% |
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 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