-13.5%
FFIV vs VSXY
+132.7%
-146.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -2.7% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | -32.4% | +20.1% | -52.5% | -32.8% |
| 3M | -25.7% | +16.6% | -42.3% | -26.1% |
| 6M | -13.5% | +134.9% | -148.4% | -17.7% |
| All | -13.5% | +132.7% | -146.2% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling