+726.2%
FLEX vs VSXY
+21.5%
+704.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +3.6% |
| 7D | +7.0% | -6.8% | +13.7% | +8.2% |
| 30D | -5.8% | -20.4% | +14.6% | -1.9% |
| 3M | -24.2% | +2.9% | -27.1% | -25.5% |
| 6M | +90.8% | +67.9% | +22.9% | +65.8% |
| YTD | +89.2% | +44.9% | +44.3% | +68.2% |
| 1Y | +104.7% | +205.9% | -101.2% | +54.3% |
| 3Y | +478.1% | +373.9% | +104.2% | +264.7% |
| 5Y | +726.2% | +23.5% | +702.7% | +580.7% |
| All | +726.2% | +21.5% | +704.7% | +580.7% |
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