+63.5%
FXN vs SPY
+614.6%
-551.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.5% |
| 7D | +5.3% | +2.6% | +2.7% | +2.0% |
| 30D | -1.9% | -2.0% | +0.1% | +0.1% |
| 3M | +4.6% | -2.8% | +7.4% | +7.6% |
| 6M | +9.4% | +2.1% | +7.3% | +5.0% |
| YTD | +44.5% | +11.5% | +33.0% | +22.7% |
| 1Y | +45.7% | +13.5% | +32.3% | +20.9% |
| 3Y | +50.0% | +77.7% | -27.7% | -30.5% |
| 5Y | +108.9% | +72.6% | +36.3% | -2.0% |
| 10Y | +103.3% | +308.2% | -204.9% | -67.9% |
| All | +63.5% | +614.6% | -551.1% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling