+122.3%
FXH vs VT
+222.7%
-100.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | +4.0% | +1.0% | +3.0% | +3.2% |
| 3M | +14.5% | +2.4% | +12.1% | +11.8% |
| 6M | +17.5% | +12.0% | +5.4% | +5.9% |
| YTD | +17.6% | +15.3% | +2.2% | +3.3% |
| 1Y | +24.3% | +22.6% | +1.8% | +3.5% |
| 3Y | +30.0% | +74.7% | -44.7% | -21.3% |
| 5Y | +6.2% | +66.1% | -60.0% | -33.1% |
| All | +122.3% | +222.7% | -100.4% | -26.5% |
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