+95.2%
FOXA vs VSXY
+37.5%
+57.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.9% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.0% | -18.7% | +23.7% | +6.8% |
| 3M | -3.0% | -4.0% | +0.9% | -3.0% |
| 6M | +14.8% | +67.5% | -52.7% | +7.4% |
| YTD | -8.9% | +39.7% | -48.6% | -13.5% |
| 1Y | +13.3% | +180.0% | -166.7% | -1.5% |
| 3Y | +115.4% | +337.3% | -221.9% | +67.8% |
| 5Y | +95.3% | +22.7% | +72.6% | +68.0% |
| All | +95.2% | +37.5% | +57.6% | +70.8% |
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