+47.7%
FE vs VSXY
+335.0%
-287.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -0.7% |
| 7D | +0.6% | -6.8% | +7.4% | +0.6% |
| 30D | -2.1% | -20.4% | +18.2% | -2.1% |
| 3M | +2.6% | +2.9% | -0.3% | +2.6% |
| 6M | -6.8% | +67.9% | -74.7% | -6.9% |
| YTD | +6.9% | +44.9% | -38.0% | +6.7% |
| 1Y | +11.6% | +205.9% | -194.4% | +10.7% |
| 3Y | +47.7% | +373.9% | -326.1% | +42.3% |
| All | +47.7% | +335.0% | -287.3% | +42.3% |
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