-67.4%
FIS vs VSXY
+37.4%
-104.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +1.1% | -14.0% | +15.1% | +2.3% |
| 30D | -2.2% | -15.9% | +13.7% | -0.9% |
| 3M | +2.1% | +3.4% | -1.3% | +1.4% |
| 6M | -14.7% | +25.9% | -40.6% | -17.9% |
| YTD | -35.7% | +39.5% | -75.2% | -39.0% |
| 1Y | -37.1% | +194.4% | -231.4% | -45.7% |
| 3Y | -20.0% | +281.4% | -301.4% | -37.2% |
| 5Y | -62.1% | +12.8% | -74.9% | -67.9% |
| All | -67.4% | +37.4% | -104.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling