+148.9%
FXH vs VT
+223.7%
-74.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | -0.1% |
| 7D | +1.3% | +0.4% | +0.9% | +1.0% |
| 30D | +7.2% | -2.6% | +9.8% | +9.5% |
| 3M | +6.7% | -3.2% | +10.0% | +9.6% |
| 6M | +23.6% | +0.9% | +22.6% | +21.9% |
| YTD | +23.1% | +11.3% | +11.8% | +11.4% |
| 1Y | +26.4% | +14.0% | +12.4% | +12.0% |
| 3Y | +56.1% | +75.8% | -19.8% | -6.2% |
| 5Y | +18.1% | +57.8% | -39.7% | -22.2% |
| 10Y | +148.9% | +219.8% | -70.9% | -13.6% |
| All | +148.9% | +223.7% | -74.8% | -13.6% |
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