+3.1%
FICO vs VSXY
+324.0%
-320.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -16.8% |
| 7D | -19.2% | -14.0% | -5.2% | -18.5% |
| 30D | -14.6% | -15.9% | +1.3% | -13.8% |
| 3M | -20.1% | +3.4% | -23.5% | -20.4% |
| 6M | -36.3% | +25.9% | -62.2% | -38.0% |
| YTD | -44.9% | +39.5% | -84.3% | -46.8% |
| 1Y | -38.6% | +194.4% | -233.0% | -44.2% |
| All | +3.1% | +324.0% | -320.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling