+102.4%
FN vs VSXY
+450.7%
-348.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.0% | +11.3% |
| 7D | 0.0% | +11.8% | -11.9% | -2.6% |
| 30D | -34.3% | +25.9% | -60.3% | -37.8% |
| 3M | -39.9% | +15.5% | -55.4% | -42.4% |
| 6M | -51.8% | +109.7% | -161.6% | -61.1% |
| YTD | -28.1% | +99.5% | -127.6% | -42.1% |
| 1Y | -29.1% | +197.5% | -226.6% | -48.6% |
| 3Y | +102.4% | +453.3% | -350.8% | +28.5% |
| All | +102.4% | +450.7% | -348.3% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling