-79.1%
FIG vs VSXY
+291.3%
-370.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.1% |
| 7D | -16.3% | -14.0% | -2.3% | -17.5% |
| 30D | -14.3% | -15.9% | +1.6% | -15.6% |
| 3M | +7.2% | +3.4% | +3.8% | +8.3% |
| 6M | -18.6% | +25.9% | -44.5% | -14.1% |
| YTD | -35.5% | +39.5% | -74.9% | -31.4% |
| 1Y | -55.8% | +194.4% | -250.1% | -47.6% |
| All | -79.1% | +291.3% | -370.4% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling