+93.6%
FXN vs VT
+217.6%
-124.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | -6.0% | -0.1% | -5.9% | -6.1% |
| 30D | -3.2% | -3.1% | -0.2% | 0.0% |
| 3M | +1.1% | -3.5% | +4.6% | +4.7% |
| 6M | +8.1% | +0.5% | +7.6% | +5.6% |
| YTD | +39.1% | +10.8% | +28.3% | +18.3% |
| 1Y | +40.4% | +11.9% | +28.5% | +17.8% |
| 3Y | +45.7% | +73.0% | -27.3% | -31.4% |
| 5Y | +103.4% | +58.6% | +44.8% | +7.0% |
| 10Y | +93.6% | +219.2% | -125.6% | -60.6% |
| All | +93.6% | +217.6% | -124.1% | -60.6% |
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