+1,382.5%
FIX vs VSXY
+101.4%
+1,281.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.2% |
| 7D | -13.9% | +10.2% | -24.1% | -15.5% |
| 30D | -35.5% | +33.6% | -69.2% | -38.8% |
| 3M | -33.9% | +10.8% | -44.7% | -35.6% |
| 6M | -43.3% | +130.5% | -173.8% | -52.7% |
| YTD | +18.7% | +104.4% | -85.8% | +0.5% |
| 1Y | +13.8% | +216.5% | -202.8% | -11.8% |
| 3Y | +495.0% | +465.9% | +29.0% | +293.5% |
| 5Y | +1,049.0% | +123.1% | +925.9% | +752.8% |
| All | +1,382.5% | +101.4% | +1,281.2% | +974.0% |
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