+2,105.4%
FIX vs VSXY
+14.5%
+2,091.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.4% |
| 7D | +6.0% | -14.0% | +20.0% | +8.7% |
| 30D | -7.2% | -15.9% | +8.7% | -4.8% |
| 3M | -15.9% | +3.4% | -19.2% | -17.3% |
| 6M | +12.7% | +25.9% | -13.2% | +4.4% |
| YTD | +72.8% | +39.5% | +33.3% | +56.0% |
| 1Y | +122.9% | +194.4% | -71.5% | +72.3% |
| 3Y | +774.3% | +281.4% | +492.9% | +501.6% |
| All | +2,105.4% | +14.5% | +2,091.0% | +1,662.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling