+102.0%
FTI vs VSXY
+224.6%
-122.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | +5.3% | -14.0% | +19.3% | +5.6% |
| 30D | +15.3% | -15.9% | +31.2% | +15.7% |
| 3M | +15.8% | +3.4% | +12.4% | +15.1% |
| 6M | +22.6% | +25.9% | -3.3% | +20.5% |
| YTD | +79.5% | +39.5% | +40.1% | +75.4% |
| 1Y | +102.0% | +194.4% | -92.3% | +86.4% |
| All | +102.0% | +224.6% | -122.6% | +86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling