+248.2%
FN vs VSXY
+96.5%
+151.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.0% | +11.3% |
| 7D | 0.0% | +11.8% | -11.9% | -2.3% |
| 30D | -34.3% | +25.9% | -60.3% | -37.4% |
| 3M | -39.9% | +15.5% | -55.4% | -42.1% |
| 6M | -51.8% | +109.7% | -161.6% | -59.9% |
| YTD | -28.1% | +99.5% | -127.6% | -40.1% |
| 1Y | -29.1% | +197.5% | -226.6% | -45.8% |
| 3Y | +102.4% | +453.3% | -350.8% | +31.2% |
| 5Y | +171.7% | +110.3% | +61.4% | +101.2% |
| All | +248.2% | +96.5% | +151.7% | +159.0% |
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