-53.7%
FIS vs VSXY
+202.3%
-256.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +4.2% |
| 7D | +2.8% | -1.7% | +4.6% | +2.7% |
| 30D | -16.7% | +20.1% | -36.8% | -16.0% |
| 3M | -32.3% | +16.6% | -48.9% | -31.7% |
| 6M | -29.1% | +134.9% | -164.0% | -28.3% |
| YTD | -54.1% | +96.0% | -150.1% | -53.2% |
| 1Y | -53.7% | +203.8% | -257.5% | -54.9% |
| All | -53.7% | +202.3% | -256.0% | -54.9% |
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