-50.3%
FND vs VSXY
+339.2%
-389.5%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.8% |
| 7D | -5.1% | -0.3% | -4.7% | -5.1% |
| 30D | -22.5% | -22.1% | -0.5% | -18.6% |
| 3M | -5.0% | -1.1% | -3.9% | -5.5% |
| 6M | -21.5% | +53.8% | -75.4% | -31.4% |
| YTD | -23.0% | +35.5% | -58.5% | -31.0% |
| 1Y | -44.9% | +186.0% | -230.9% | -59.5% |
| All | -50.3% | +339.2% | -389.5% | -67.9% |
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 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