+108.8%
FFIV vs VSXY
+37.4%
+71.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -1.0% | -14.0% | +13.0% | +0.7% |
| 30D | -5.1% | -15.9% | +10.8% | -3.4% |
| 3M | -4.5% | +3.4% | -7.8% | -5.3% |
| 6M | +36.5% | +25.9% | +10.6% | +29.9% |
| YTD | +53.0% | +39.5% | +13.5% | +43.1% |
| 1Y | +24.2% | +194.4% | -170.1% | +4.5% |
| 3Y | +137.2% | +281.4% | -144.2% | +79.5% |
| 5Y | +91.8% | +12.8% | +79.0% | +66.6% |
| All | +108.8% | +37.4% | +71.4% | +77.3% |
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 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