+161.8%
FXN vs VOO
+80.3%
+81.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -0.2% | -2.0% | +1.7% | +1.3% |
| 30D | +5.7% | -1.7% | +7.3% | +7.0% |
| 3M | +11.5% | +4.7% | +6.8% | +6.9% |
| 6M | +19.9% | +12.6% | +7.4% | +7.5% |
| YTD | +47.0% | +11.8% | +35.2% | +32.4% |
| 1Y | +49.5% | +17.5% | +31.9% | +28.4% |
| 3Y | +43.7% | +77.0% | -33.3% | -13.6% |
| 5Y | +161.8% | +82.6% | +79.2% | +52.4% |
| All | +161.8% | +80.3% | +81.5% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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