+1,046.7%
FIX vs VSXY
+125.0%
+921.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.1% | +4.3% | +8.5% |
| 7D | -7.2% | +15.2% | -22.4% | -9.7% |
| 30D | -35.1% | +37.0% | -72.1% | -38.8% |
| 3M | -34.3% | +15.2% | -49.5% | -36.5% |
| 6M | -42.9% | +136.3% | -179.2% | -53.1% |
| YTD | +19.5% | +109.6% | -90.1% | -0.3% |
| 1Y | +16.8% | +223.7% | -206.9% | -11.2% |
| 3Y | +506.7% | +516.3% | -9.6% | +282.2% |
| 5Y | +1,046.7% | +125.1% | +921.5% | +740.6% |
| All | +1,046.7% | +125.0% | +921.7% | +740.6% |
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