+101.7%
FICO vs VSXY
+14.5%
+87.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -17.0% |
| 7D | -19.2% | -14.0% | -5.2% | -18.0% |
| 30D | -14.6% | -15.9% | +1.3% | -13.2% |
| 3M | -20.1% | +3.4% | -23.5% | -20.8% |
| 6M | -36.3% | +25.9% | -62.2% | -39.3% |
| YTD | -44.9% | +39.5% | -84.3% | -48.3% |
| 1Y | -38.6% | +194.4% | -233.0% | -48.4% |
| 3Y | +4.0% | +281.4% | -277.4% | -22.8% |
| All | +101.7% | +14.5% | +87.2% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling