+42.0%
FDX vs VSXY
+37.7%
+4.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.1% |
| 7D | -2.3% | -10.7% | +8.4% | -0.9% |
| 30D | -4.9% | -24.3% | +19.4% | -1.2% |
| 3M | -6.5% | +1.0% | -7.5% | -7.2% |
| 6M | +6.7% | +57.4% | -50.7% | -3.6% |
| YTD | +33.9% | +39.8% | -5.9% | +22.8% |
| 1Y | +72.2% | +196.5% | -124.3% | +37.4% |
| 3Y | +60.2% | +357.2% | -297.0% | +9.0% |
| 5Y | +62.9% | +18.9% | +44.1% | +35.2% |
| All | +42.0% | +37.7% | +4.3% | +16.9% |
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