-70.0%
FIS vs VSXY
+33.4%
-103.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | -8.9% | -0.3% | -8.6% | -8.9% |
| 30D | -9.9% | -22.1% | +12.1% | -8.1% |
| 3M | 0.0% | -1.1% | +1.1% | -0.3% |
| 6M | -22.9% | +53.8% | -76.7% | -27.4% |
| YTD | -40.9% | +35.5% | -76.4% | -43.8% |
| 1Y | -40.4% | +186.0% | -226.4% | -48.5% |
| 3Y | -25.4% | +343.2% | -368.5% | -42.9% |
| 5Y | -64.8% | +19.0% | -83.8% | -69.9% |
| All | -70.0% | +33.4% | -103.4% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling