+509.4%
FLEX vs VSXY
+101.4%
+408.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -2.2% |
| 7D | -13.6% | +10.2% | -23.8% | -15.3% |
| 30D | -36.5% | +33.6% | -70.1% | -40.0% |
| 3M | -36.4% | +10.8% | -47.2% | -38.1% |
| 6M | -46.5% | +130.5% | -177.0% | -55.9% |
| YTD | +25.9% | +104.4% | -78.5% | +5.3% |
| 1Y | +19.6% | +216.5% | -197.0% | -8.8% |
| 3Y | +287.0% | +465.9% | -178.9% | +147.4% |
| 5Y | +466.6% | +123.1% | +343.5% | +320.7% |
| All | +509.4% | +101.4% | +408.0% | +352.6% |
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