+72.5%
FDX vs VSXY
+106.2%
-33.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.7% | -0.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | +9.9% | +17.8% | -7.9% | +7.0% |
| 3M | -1.9% | +12.5% | -14.4% | -4.3% |
| 6M | +6.1% | +124.7% | -118.6% | -10.0% |
| YTD | +38.8% | +93.2% | -54.4% | +20.1% |
| 1Y | +50.0% | +195.6% | -145.7% | +19.2% |
| 3Y | +71.0% | +434.6% | -363.6% | +11.2% |
| 5Y | +72.5% | +103.3% | -30.8% | +37.0% |
| All | +72.5% | +106.2% | -33.7% | +37.0% |
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