-58.8%
FICO vs VSXY
+217.9%
-276.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.3% | +2.5% |
| 7D | -0.1% | +15.2% | -15.2% | -0.6% |
| 30D | +8.4% | +37.0% | -28.6% | +7.0% |
| 3M | -30.5% | +15.2% | -45.7% | -30.9% |
| 6M | -35.7% | +136.3% | -172.0% | -39.4% |
| YTD | -57.2% | +109.6% | -166.8% | -59.5% |
| All | -58.8% | +217.9% | -276.7% | -62.9% |
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