-26.5%
FIS vs VSXY
+353.1%
-379.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.3% |
| 7D | -9.1% | -10.7% | +1.6% | -8.7% |
| 30D | -10.4% | -24.3% | +13.8% | -9.4% |
| 3M | -3.7% | +1.0% | -4.7% | -3.9% |
| 6M | -24.8% | +57.4% | -82.1% | -27.4% |
| YTD | -41.6% | +39.8% | -81.3% | -43.2% |
| 1Y | -42.7% | +196.5% | -239.2% | -47.9% |
| All | -26.5% | +353.1% | -379.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling