+54.9%
FE vs VSXY
+101.4%
-46.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | -0.5% | +10.2% | -10.7% | -0.7% |
| 30D | +4.3% | +33.6% | -29.3% | +3.7% |
| 3M | +0.4% | +10.8% | -10.4% | +0.1% |
| 6M | +6.9% | +130.5% | -123.6% | +4.8% |
| YTD | +8.0% | +104.4% | -96.4% | +5.9% |
| 1Y | +4.8% | +216.5% | -211.7% | +1.5% |
| 3Y | +49.0% | +465.9% | -417.0% | +39.0% |
| 5Y | +46.2% | +123.1% | -76.9% | +40.0% |
| All | +54.9% | +101.4% | -46.5% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling