+12.1%
FXN vs VT
+374.2%
-362.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.3% |
| 30D | +12.8% | +1.0% | +11.8% | +11.2% |
| 3M | +7.0% | +2.4% | +4.6% | +3.0% |
| 6M | +18.5% | +12.0% | +6.5% | +0.2% |
| YTD | +45.9% | +15.3% | +30.5% | +18.5% |
| 1Y | +47.9% | +22.6% | +25.3% | +10.9% |
| 3Y | +42.7% | +74.7% | -31.9% | -32.5% |
| 5Y | +155.2% | +66.1% | +89.1% | +27.3% |
| 10Y | +103.1% | +225.0% | -121.9% | -54.4% |
| All | +12.1% | +374.2% | -362.0% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling