+289.5%
FN vs VSXY
+106.4%
+183.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +10.8% |
| 7D | +16.3% | +15.2% | +1.1% | +13.1% |
| 30D | -24.7% | +37.0% | -61.7% | -29.4% |
| 3M | -34.9% | +15.2% | -50.1% | -37.2% |
| 6M | -41.1% | +136.3% | -177.4% | -52.1% |
| YTD | -19.6% | +109.6% | -129.2% | -33.6% |
| 1Y | -18.5% | +223.7% | -242.2% | -38.7% |
| 3Y | +119.1% | +516.3% | -397.2% | +39.6% |
| 5Y | +206.9% | +125.1% | +81.8% | +125.2% |
| All | +289.5% | +106.4% | +183.1% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling