+175.6%
FN vs VSXY
+106.2%
+69.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.8% | -7.6% |
| 7D | +0.3% | -1.7% | +2.0% | +0.7% |
| 30D | -16.5% | +20.1% | -36.6% | -19.7% |
| 3M | -42.1% | +16.6% | -58.7% | -44.4% |
| 6M | -52.9% | +134.9% | -187.8% | -62.2% |
| YTD | -28.0% | +96.0% | -124.0% | -40.5% |
| 1Y | -18.5% | +203.8% | -222.3% | -39.3% |
| 3Y | +93.9% | +465.3% | -371.5% | +20.4% |
| All | +175.6% | +106.2% | +69.5% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling