-76.7%
FIS vs VSXY
+93.0%
-169.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.1% |
| 7D | +2.8% | -1.7% | +4.6% | +2.9% |
| 30D | -16.7% | +20.1% | -36.8% | -18.1% |
| 3M | -32.3% | +16.6% | -48.9% | -33.4% |
| 6M | -29.1% | +134.9% | -164.0% | -35.6% |
| YTD | -54.1% | +96.0% | -150.1% | -57.9% |
| 1Y | -53.7% | +203.8% | -257.5% | -59.7% |
| 3Y | -38.8% | +465.3% | -504.2% | -53.6% |
| 5Y | -71.1% | +106.3% | -177.4% | -75.6% |
| All | -76.7% | +93.0% | -169.7% | -79.3% |
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 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