+1.8%
FXE price history and return analytics
+57.5%
-55.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.3% | -3.1% | +2.7% | +0.2% |
| 3M | -3.1% | -3.5% | +0.4% | -2.6% |
| 6M | -4.9% | +0.5% | -5.4% | -5.1% |
| YTD | -4.4% | +10.8% | -15.2% | -6.2% |
| 1Y | -2.7% | +11.9% | -14.6% | -4.8% |
| 3Y | +8.8% | +73.0% | -64.2% | -3.1% |
| 5Y | +1.8% | +58.6% | -56.9% | -10.9% |
| All | +1.8% | +57.5% | -55.8% | -10.9% |
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