-0.5%
FXC price history and return analytics
+222.7%
-223.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | 0.0% | -0.1% | +0.2% | +0.1% |
| 30D | +0.9% | -0.7% | +1.6% | +1.0% |
| 3M | +1.0% | +4.0% | -3.0% | +0.3% |
| 6M | -1.6% | +12.3% | -13.9% | -3.7% |
| YTD | -0.5% | +14.0% | -14.6% | -3.0% |
| 1Y | +0.5% | +20.3% | -19.8% | -3.0% |
| 3Y | +2.0% | +75.4% | -73.4% | -8.7% |
| 5Y | -3.9% | +66.0% | -69.9% | -13.8% |
| 10Y | -0.5% | +228.2% | -228.7% | -23.0% |
| All | -0.5% | +222.7% | -223.2% | -23.0% |
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