+4.8%
FE vs VSXY
+210.1%
-205.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -0.5% | +10.2% | -10.7% | -0.4% |
| 30D | +4.3% | +33.6% | -29.3% | +4.7% |
| 3M | +0.4% | +10.8% | -10.4% | +0.6% |
| 6M | +6.9% | +130.5% | -123.6% | +8.1% |
| YTD | +8.0% | +104.4% | -96.4% | +8.9% |
| 1Y | +4.8% | +216.5% | -211.7% | +6.4% |
| All | +4.8% | +210.1% | -205.3% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling