-23.9%
FXC price history and return analytics
+357.6%
-381.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +1.0% | -2.6% | +3.6% | +1.6% |
| 3M | -1.2% | -3.2% | +2.0% | -0.5% |
| 6M | -3.1% | +0.9% | -4.0% | -3.4% |
| YTD | -2.7% | +11.3% | -14.0% | -5.4% |
| 1Y | -0.5% | +14.0% | -14.5% | -3.9% |
| 3Y | +0.8% | +75.8% | -75.0% | -13.0% |
| 5Y | -7.5% | +57.8% | -65.4% | -18.5% |
| 10Y | -0.1% | +219.8% | -219.9% | -27.8% |
| All | -23.9% | +357.6% | -381.5% | -56.3% |
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