-30.2%
FXE price history and return analytics
+357.8%
-388.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.9% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | -3.8% | -3.3% | -0.5% | -3.3% |
| 6M | -5.4% | +1.5% | -6.9% | -5.7% |
| YTD | -5.2% | +11.4% | -16.6% | -6.9% |
| 1Y | -3.8% | +11.9% | -15.7% | -5.6% |
| 3Y | +7.9% | +73.9% | -66.0% | -1.8% |
| 5Y | +1.1% | +57.9% | -56.7% | -6.9% |
| 10Y | +2.2% | +222.6% | -220.4% | -17.6% |
| All | -30.2% | +357.8% | -388.1% | -53.7% |
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