+54.6%
FTI vs VSXY
+210.1%
-155.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.4% | -11.7% | -3.4% |
| 7D | -9.7% | +14.2% | -23.9% | -9.7% |
| 30D | -8.2% | +21.9% | -30.0% | -8.3% |
| 3M | -7.8% | +22.1% | -30.0% | -8.0% |
| 6M | -13.4% | +116.7% | -130.1% | -15.9% |
| YTD | +45.1% | +101.1% | -56.1% | +42.4% |
| 1Y | +54.6% | +208.0% | -153.4% | +48.8% |
| All | +54.6% | +210.1% | -155.5% | +48.8% |
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 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