+40.5%
F vs VSXY
+37.4%
+3.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.0% |
| 7D | +5.3% | -14.0% | +19.3% | +7.8% |
| 30D | +4.6% | -15.9% | +20.5% | +7.2% |
| 3M | -3.7% | +3.4% | -7.1% | -4.8% |
| 6M | +16.8% | +25.9% | -9.1% | +8.8% |
| YTD | +15.3% | +39.5% | -24.2% | +4.8% |
| 1Y | +31.0% | +194.4% | -163.3% | +1.7% |
| 3Y | +45.4% | +281.4% | -236.0% | -3.4% |
| 5Y | +54.7% | +12.8% | +41.9% | +27.1% |
| All | +40.5% | +37.4% | +3.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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