-71.6%
FLNC vs VSXY
+48.9%
-120.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.6% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | -24.8% | -18.7% | -6.1% | -20.1% |
| 3M | -59.1% | -4.0% | -55.1% | -59.0% |
| 6M | -42.0% | +67.5% | -109.4% | -53.9% |
| YTD | -49.8% | +39.7% | -89.5% | -57.9% |
| 1Y | +43.1% | +180.0% | -136.9% | -7.5% |
| 3Y | -61.0% | +337.3% | -398.2% | -81.2% |
| All | -71.6% | +48.9% | -120.5% | -80.0% |
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