+2,058.7%
FIX vs VSXY
+37.4%
+2,021.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.5% |
| 7D | +6.0% | -14.0% | +20.0% | +8.6% |
| 30D | -7.2% | -15.9% | +8.7% | -4.9% |
| 3M | -15.9% | +3.4% | -19.2% | -17.2% |
| 6M | +12.7% | +25.9% | -13.2% | +4.8% |
| YTD | +72.8% | +39.5% | +33.3% | +56.9% |
| 1Y | +122.9% | +194.4% | -71.5% | +75.0% |
| 3Y | +774.3% | +281.4% | +492.9% | +517.9% |
| 5Y | +2,049.5% | +12.8% | +2,036.7% | +1,637.2% |
| All | +2,058.7% | +37.4% | +2,021.3% | +1,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling