+777.0%
FLEX vs VSXY
+37.4%
+739.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.0% |
| 7D | -0.9% | -14.0% | +13.1% | +1.7% |
| 30D | -10.1% | -15.9% | +5.8% | -7.7% |
| 3M | -31.3% | +3.4% | -34.7% | -32.6% |
| 6M | +71.3% | +25.9% | +45.4% | +58.4% |
| YTD | +81.2% | +39.5% | +41.8% | +63.4% |
| 1Y | +98.5% | +194.4% | -95.9% | +53.5% |
| 3Y | +428.2% | +281.4% | +146.8% | +262.4% |
| 5Y | +657.3% | +12.8% | +644.5% | +511.6% |
| All | +777.0% | +37.4% | +739.6% | +602.2% |
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