+765.0%
FLEX vs VSXY
+33.4%
+731.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.6% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | -11.8% | -22.1% | +10.3% | -7.9% |
| 3M | -22.6% | -1.1% | -21.4% | -23.3% |
| 6M | +77.3% | +53.8% | +23.5% | +58.0% |
| YTD | +78.8% | +35.5% | +43.3% | +62.1% |
| 1Y | +86.1% | +186.0% | -99.9% | +44.7% |
| 3Y | +446.2% | +343.2% | +103.0% | +263.3% |
| 5Y | +689.7% | +19.0% | +670.7% | +540.4% |
| All | +765.0% | +33.4% | +731.6% | +596.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling