+69.9%
FFIV vs VSXY
+90.2%
-20.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.0% | -0.2% |
| 7D | +1.9% | -1.6% | +3.5% | +2.1% |
| 30D | -33.3% | +17.8% | -51.1% | -34.7% |
| 3M | -24.9% | +12.5% | -37.4% | -26.3% |
| 6M | -10.5% | +124.7% | -135.2% | -20.5% |
| YTD | +24.4% | +93.2% | -68.7% | +11.7% |
| 1Y | +32.3% | +195.6% | -163.4% | +11.8% |
| 3Y | +99.7% | +434.6% | -334.9% | +45.5% |
| 5Y | +38.4% | +103.3% | -64.9% | +14.1% |
| All | +69.9% | +90.2% | -20.4% | +38.4% |
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 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