-23.2%
FDS vs VSXY
+19.3%
-42.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.3% |
| 7D | -8.8% | -10.7% | +1.9% | -8.4% |
| 30D | -1.4% | -24.3% | +22.9% | -0.3% |
| 3M | +13.9% | +1.0% | +12.9% | +13.7% |
| 6M | +27.4% | +57.4% | -30.0% | +23.4% |
| YTD | -2.5% | +39.8% | -42.2% | -5.0% |
| 1Y | -23.8% | +196.5% | -220.3% | -29.6% |
| 3Y | -32.5% | +357.2% | -389.7% | -42.4% |
| 5Y | -23.2% | +18.9% | -42.1% | -27.8% |
| All | -23.2% | +19.3% | -42.5% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling