+52.6%
FE vs VSXY
+33.4%
+19.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.1% |
| 7D | -1.7% | -0.3% | -1.3% | -1.7% |
| 30D | -1.3% | -22.1% | +20.8% | -0.8% |
| 3M | +0.6% | -1.1% | +1.7% | +0.5% |
| 6M | -6.8% | +53.8% | -60.7% | -8.0% |
| YTD | +6.4% | +35.5% | -29.1% | +5.2% |
| 1Y | +11.3% | +186.0% | -174.8% | +7.6% |
| 3Y | +47.1% | +343.2% | -296.1% | +37.0% |
| 5Y | +50.4% | +19.0% | +31.4% | +45.2% |
| All | +52.6% | +33.4% | +19.1% | +48.8% |
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