+103.4%
FXN price history and return analytics
+57.5%
+45.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.1% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | -3.2% | -3.1% | -0.2% | -0.9% |
| 3M | +1.1% | -3.5% | +4.6% | +3.7% |
| 6M | +8.1% | +0.5% | +7.6% | +6.5% |
| YTD | +39.1% | +10.8% | +28.3% | +24.0% |
| 1Y | +40.4% | +11.9% | +28.5% | +23.9% |
| 3Y | +45.7% | +73.0% | -27.3% | -15.6% |
| 5Y | +103.4% | +58.6% | +44.8% | +28.0% |
| All | +103.4% | +57.5% | +45.9% | +28.0% |
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 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