+208.0%
VSXY vs FGI
+38.7%
+169.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -5.0% | +13.4% | +8.4% |
| 7D | +14.2% | +3.3% | +10.9% | +14.1% |
| 30D | +21.9% | -2.0% | +23.9% | +21.8% |
| 3M | +22.1% | +60.3% | -38.1% | +20.1% |
| 6M | +116.7% | +0.7% | +115.9% | +117.4% |
| YTD | +101.1% | +30.2% | +71.0% | +94.7% |
| 1Y | +208.0% | +44.4% | +163.7% | +184.0% |
| All | +208.0% | +38.7% | +169.3% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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