+65.3%
FFIV vs VSXY
+93.0%
-27.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -2.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.4% |
| 30D | -32.4% | +20.1% | -52.5% | -33.9% |
| 3M | -25.7% | +16.6% | -42.3% | -27.4% |
| 6M | -13.5% | +134.9% | -148.4% | -23.6% |
| YTD | +21.1% | +96.0% | -74.9% | +8.5% |
| 1Y | +29.4% | +203.8% | -174.4% | +9.0% |
| 3Y | +94.9% | +465.3% | -370.4% | +40.8% |
| 5Y | +34.7% | +106.3% | -71.6% | +10.9% |
| All | +65.3% | +93.0% | -27.7% | +34.4% |
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 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