-37.4%
FXY price history and return analytics
+226.9%
-264.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | +0.9% | -2.0% | +2.9% | +0.8% |
| 30D | +3.1% | -1.4% | +4.5% | +3.0% |
| 3M | +3.9% | +4.7% | -0.8% | +4.1% |
| 6M | +2.1% | +11.4% | -9.2% | +2.7% |
| YTD | +1.2% | +13.1% | -11.8% | +1.9% |
| 1Y | -4.9% | +19.0% | -23.9% | -4.0% |
| 3Y | -5.6% | +73.9% | -79.5% | -2.5% |
| 5Y | -30.6% | +65.4% | -96.0% | -29.0% |
| All | -37.4% | +226.9% | -264.3% | -28.8% |
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