+160.7%
FXN vs SPY
+81.8%
+78.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | +12.2% | -0.9% | +13.1% | +13.0% |
| 3M | +10.7% | +3.9% | +6.8% | +6.9% |
| 6M | +18.3% | +14.5% | +3.8% | +4.6% |
| YTD | +47.0% | +12.9% | +34.1% | +31.4% |
| 1Y | +53.2% | +19.4% | +33.8% | +30.0% |
| 3Y | +43.8% | +78.5% | -34.7% | -13.9% |
| All | +160.7% | +81.8% | +78.8% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling