-24.2%
FDS vs VSXY
+106.2%
-130.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +1.5% | -1.7% | +3.2% | +1.5% |
| 30D | +14.8% | +20.1% | -5.3% | +13.9% |
| 3M | +16.3% | +16.6% | -0.3% | +15.4% |
| 6M | +66.2% | +134.9% | -68.7% | +58.1% |
| YTD | +16.2% | +96.0% | -79.8% | +11.4% |
| 1Y | +21.8% | +203.8% | -181.9% | +13.3% |
| 3Y | -23.9% | +465.3% | -489.2% | -35.1% |
| All | -24.2% | +106.2% | -130.3% | -30.1% |
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