+128.1%
FIX vs VSXY
+198.1%
-70.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.5% |
| 7D | +3.5% | -10.7% | +14.2% | +5.0% |
| 30D | -3.5% | -24.3% | +20.7% | +0.3% |
| 3M | -11.8% | +1.0% | -12.8% | -13.0% |
| 6M | +17.8% | +57.4% | -39.6% | +4.1% |
| YTD | +73.3% | +39.8% | +33.5% | +55.8% |
| 1Y | +128.1% | +196.5% | -68.4% | +60.9% |
| All | +128.1% | +198.1% | -70.0% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling