+93.2%
FXN vs VT
+223.7%
-130.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.4% |
| 7D | -7.1% | +0.4% | -7.5% | -7.8% |
| 30D | -3.9% | -2.6% | -1.3% | -1.2% |
| 3M | +5.4% | -3.2% | +8.6% | +8.9% |
| 6M | +7.4% | +0.9% | +6.4% | +4.3% |
| YTD | +38.2% | +11.3% | +26.8% | +16.9% |
| 1Y | +40.8% | +14.0% | +26.8% | +15.3% |
| 3Y | +45.3% | +75.8% | -30.6% | -33.0% |
| 5Y | +95.3% | +57.8% | +37.4% | +3.6% |
| 10Y | +93.2% | +219.8% | -126.6% | -60.7% |
| All | +93.2% | +223.7% | -130.5% | -60.7% |
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