+64.4%
FDX vs VSXY
+21.5%
+42.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.2% |
| 7D | -3.3% | -6.8% | +3.5% | -2.5% |
| 30D | -1.4% | -20.4% | +19.0% | +1.9% |
| 3M | -4.5% | +2.9% | -7.4% | -5.6% |
| 6M | +9.4% | +67.9% | -58.5% | -2.9% |
| YTD | +36.0% | +44.9% | -8.8% | +23.4% |
| 1Y | +75.5% | +205.9% | -130.4% | +36.9% |
| 3Y | +62.8% | +373.9% | -311.1% | +5.5% |
| 5Y | +64.4% | +23.5% | +40.9% | +47.2% |
| All | +64.4% | +21.5% | +42.9% | +47.2% |
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 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