-58.5%
FIG vs VSXY
+184.3%
-242.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +5.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -2.3% | -18.7% | +16.4% | -3.4% |
| 3M | +20.0% | -4.0% | +23.9% | +20.1% |
| 6M | -16.7% | +67.5% | -84.1% | -15.7% |
| YTD | -37.9% | +39.7% | -77.6% | -36.8% |
| 1Y | -58.5% | +180.0% | -238.5% | -68.5% |
| All | -58.5% | +184.3% | -242.8% | -68.5% |
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