+912.0%
FTI vs VSXY
+37.7%
+874.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -2.3% | -10.7% | +8.4% | -1.4% |
| 30D | +5.0% | -24.3% | +29.3% | +7.7% |
| 3M | +13.8% | +1.0% | +12.8% | +13.0% |
| 6M | +22.9% | +57.4% | -34.5% | +14.6% |
| YTD | +75.0% | +39.8% | +35.2% | +64.8% |
| 1Y | +96.9% | +196.5% | -99.6% | +68.3% |
| 3Y | +276.7% | +357.2% | -80.5% | +184.3% |
| 5Y | +1,157.0% | +18.9% | +1,138.1% | +990.8% |
| All | +912.0% | +37.7% | +874.3% | +753.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling