+66.1%
FDX vs VSXY
+324.0%
-257.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -2.5% | -14.0% | +11.5% | -1.0% |
| 30D | +3.8% | -15.9% | +19.7% | +5.6% |
| 3M | -1.3% | +3.4% | -4.7% | -2.2% |
| 6M | +5.0% | +25.9% | -20.9% | 0.0% |
| YTD | +39.6% | +39.5% | +0.2% | +30.7% |
| 1Y | +81.1% | +194.4% | -113.2% | +51.2% |
| All | +66.1% | +324.0% | -257.9% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling