+494.2%
FIX vs VSXY
+455.0%
+39.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +9.4% | -1.7% | +11.2% | +9.8% |
| 30D | -27.8% | +20.1% | -47.9% | -30.2% |
| 3M | -35.6% | +16.6% | -52.1% | -37.8% |
| 6M | -45.2% | +134.9% | -180.2% | -55.0% |
| YTD | +19.5% | +96.0% | -76.5% | +0.9% |
| 1Y | +24.2% | +203.8% | -179.5% | -4.9% |
| 3Y | +494.2% | +465.3% | +28.8% | +282.2% |
| All | +494.2% | +455.0% | +39.2% | +282.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling