+500.5%
FLEX vs VSXY
+93.0%
+407.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.3% |
| 7D | +7.5% | -1.7% | +9.2% | +7.9% |
| 30D | -25.3% | +20.1% | -45.4% | -27.9% |
| 3M | -39.7% | +16.6% | -56.3% | -41.9% |
| 6M | -47.9% | +134.9% | -182.8% | -57.2% |
| YTD | +24.1% | +96.0% | -71.9% | +4.6% |
| 1Y | +26.0% | +203.8% | -177.8% | -3.2% |
| 3Y | +282.7% | +465.3% | -182.6% | +144.6% |
| 5Y | +424.2% | +106.3% | +317.9% | +293.1% |
| All | +500.5% | +93.0% | +407.4% | +349.3% |
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