+48.4%
FXN vs SPY
+78.7%
-30.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | +4.6% | +3.3% | +1.3% | +2.3% |
| 30D | -3.9% | -2.7% | -1.2% | -2.2% |
| 3M | +3.4% | -1.7% | +5.1% | +4.4% |
| 6M | +8.3% | +3.1% | +5.3% | +5.1% |
| YTD | +43.0% | +11.9% | +31.1% | +28.8% |
| 1Y | +44.3% | +12.0% | +32.3% | +29.8% |
| All | +48.4% | +78.7% | -30.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling