+2,065.2%
FIX vs VSXY
+37.7%
+2,027.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.4% |
| 7D | +3.5% | -10.7% | +14.2% | +5.3% |
| 30D | -3.5% | -24.3% | +20.7% | +0.8% |
| 3M | -11.8% | +1.0% | -12.8% | -12.8% |
| 6M | +17.8% | +57.4% | -39.6% | +5.2% |
| YTD | +73.3% | +39.8% | +33.5% | +57.3% |
| 1Y | +128.1% | +196.5% | -68.4% | +78.9% |
| 3Y | +772.7% | +357.2% | +415.4% | +497.8% |
| 5Y | +2,166.4% | +18.9% | +2,147.6% | +1,726.1% |
| All | +2,065.2% | +37.7% | +2,027.5% | +1,582.0% |
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 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