-18.3%
FDS vs VSXY
+33.4%
-51.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -5.7% |
| 7D | -16.0% | -0.3% | -15.6% | -16.0% |
| 30D | -6.7% | -22.1% | +15.3% | -5.8% |
| 3M | +6.0% | -1.1% | +7.1% | +5.9% |
| 6M | +25.1% | +53.8% | -28.7% | +21.5% |
| YTD | -8.1% | +35.5% | -43.6% | -10.3% |
| 1Y | -26.0% | +186.0% | -212.0% | -31.2% |
| 3Y | -36.4% | +343.2% | -379.6% | -44.9% |
| 5Y | -27.7% | +19.0% | -46.7% | -32.4% |
| All | -18.3% | +33.4% | -51.8% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling