+106.6%
FXN vs VT
+58.5%
+48.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | +4.6% | +2.9% | +1.7% | +2.2% |
| 30D | -3.9% | -2.5% | -1.4% | -2.1% |
| 3M | +3.4% | -3.3% | +6.7% | +5.9% |
| 6M | +8.3% | +1.5% | +6.8% | +5.8% |
| YTD | +43.0% | +11.4% | +31.6% | +27.0% |
| 1Y | +44.3% | +11.9% | +32.4% | +27.4% |
| 3Y | +49.8% | +73.9% | -24.1% | -13.6% |
| 5Y | +106.6% | +57.9% | +48.8% | +31.8% |
| All | +106.6% | +58.5% | +48.1% | +31.8% |
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