-58.2%
FND vs VSXY
+37.5%
-95.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -20.2% | -18.7% | -1.5% | -16.1% |
| 3M | -12.0% | -4.0% | -8.0% | -11.9% |
| 6M | -18.5% | +67.5% | -86.0% | -32.6% |
| YTD | -22.3% | +39.7% | -61.9% | -32.8% |
| 1Y | -47.6% | +180.0% | -227.6% | -63.8% |
| 3Y | -49.8% | +337.3% | -387.0% | -73.3% |
| 5Y | -63.0% | +22.7% | -85.6% | -72.3% |
| All | -58.2% | +37.5% | -95.8% | -69.4% |
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 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