+108.1%
FXN vs VT
+57.0%
+51.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +5.3% | +2.4% | +3.0% | +3.3% |
| 30D | -1.9% | -1.5% | -0.4% | -0.9% |
| 3M | +4.6% | -4.1% | +8.8% | +7.9% |
| 6M | +9.4% | +0.6% | +8.9% | +7.7% |
| YTD | +44.5% | +11.0% | +33.5% | +28.6% |
| 1Y | +45.7% | +13.3% | +32.4% | +27.0% |
| 3Y | +50.0% | +73.4% | -23.4% | -13.3% |
| All | +108.1% | +57.0% | +51.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling