-65.2%
FIS vs VSXY
+19.2%
-84.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.1% |
| 7D | -9.1% | -10.7% | +1.6% | -8.2% |
| 30D | -10.4% | -24.3% | +13.8% | -8.1% |
| 3M | -3.7% | +1.0% | -4.7% | -4.2% |
| 6M | -24.8% | +57.4% | -82.1% | -30.0% |
| YTD | -41.6% | +39.8% | -81.3% | -45.1% |
| 1Y | -42.7% | +196.5% | -239.2% | -51.8% |
| 3Y | -26.2% | +357.2% | -383.5% | -47.0% |
| All | -65.2% | +19.2% | -84.4% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling