-39.3%
FICO vs VSXY
+199.4%
-238.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | 0.0% |
| 7D | -15.4% | -6.8% | -8.7% | -15.2% |
| 30D | -10.4% | -20.4% | +10.0% | -9.7% |
| 3M | -22.7% | +2.9% | -25.6% | -22.8% |
| 6M | -36.8% | +67.9% | -104.7% | -38.7% |
| YTD | -44.8% | +44.9% | -89.7% | -45.8% |
| 1Y | -39.3% | +205.9% | -245.3% | -37.6% |
| All | -39.3% | +199.4% | -238.7% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling