+99.1%
FFIV vs VSXY
+19.3%
+79.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +4.3% |
| 7D | +3.5% | -10.7% | +14.2% | +4.7% |
| 30D | -1.3% | -24.3% | +22.9% | +1.9% |
| 3M | +2.4% | +1.0% | +1.4% | +1.7% |
| 6M | +41.8% | +57.4% | -15.5% | +30.9% |
| YTD | +58.5% | +39.8% | +18.7% | +47.7% |
| 1Y | +24.3% | +196.5% | -172.1% | +3.5% |
| 3Y | +152.0% | +357.2% | -205.2% | +80.5% |
| 5Y | +99.1% | +18.9% | +80.2% | +81.5% |
| All | +99.1% | +19.3% | +79.8% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling