+333.6%
FN vs VSXY
+37.4%
+296.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.6% |
| 7D | -1.7% | -14.0% | +12.3% | +1.1% |
| 30D | -22.0% | -15.9% | -6.1% | -19.6% |
| 3M | -43.0% | +3.4% | -46.4% | -44.1% |
| 6M | -27.7% | +25.9% | -53.7% | -33.2% |
| YTD | -10.5% | +39.5% | -50.0% | -19.6% |
| 1Y | +12.5% | +194.4% | -181.9% | -13.7% |
| 3Y | +153.8% | +281.4% | -127.6% | +77.0% |
| 5Y | +288.0% | +12.8% | +275.2% | +210.1% |
| All | +333.6% | +37.4% | +296.3% | +247.9% |
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