-55.8%
FIG vs VSXY
+224.6%
-280.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.2% |
| 7D | -16.3% | -14.0% | -2.3% | -16.8% |
| 30D | -14.3% | -15.9% | +1.6% | -14.9% |
| 3M | +7.2% | +3.4% | +3.8% | +7.8% |
| 6M | -18.6% | +25.9% | -44.5% | -15.6% |
| YTD | -35.5% | +39.5% | -74.9% | -35.0% |
| 1Y | -55.8% | +194.4% | -250.1% | -68.8% |
| All | -55.8% | +224.6% | -280.4% | -68.8% |
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