-100.0%
FXHO vs VT
+74.4%
-174.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.9% |
| 7D | +13.0% | +2.4% | +10.6% | +10.4% |
| 30D | -38.0% | -1.5% | -36.5% | -36.3% |
| 3M | -52.6% | -4.1% | -48.5% | -50.1% |
| 6M | -40.4% | +0.6% | -41.0% | -39.2% |
| YTD | -88.7% | +11.0% | -99.8% | -89.6% |
| 1Y | -94.3% | +13.3% | -107.6% | -94.9% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +74.4% | -174.4% | -100.0% |
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