+149.4%
FXZ price history and return analytics
+221.8%
-72.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.5% |
| 7D | +0.1% | +2.4% | -2.3% | -2.6% |
| 30D | -1.8% | -1.5% | -0.3% | 0.0% |
| 3M | -9.4% | -4.1% | -5.3% | -4.8% |
| 6M | -8.2% | +0.6% | -8.8% | -8.8% |
| YTD | +16.4% | +11.0% | +5.4% | +2.8% |
| 1Y | +24.2% | +13.3% | +10.8% | +7.1% |
| 3Y | +30.6% | +73.4% | -42.7% | -31.9% |
| 5Y | +28.2% | +57.4% | -29.3% | -24.8% |
| All | +149.4% | +221.8% | -72.3% | -36.8% |
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