+93.5%
VSXY vs FGI
-66.3%
+159.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +6.2% | -10.9% | -4.7% |
| 7D | -1.6% | +13.5% | -15.1% | -1.5% |
| 30D | +17.8% | +17.1% | +0.7% | +17.9% |
| 3M | +12.5% | +78.0% | -65.5% | +12.9% |
| 6M | +124.7% | +46.4% | +78.3% | +125.4% |
| YTD | +93.2% | +47.7% | +45.4% | +94.3% |
| 1Y | +195.6% | +56.8% | +138.9% | +198.6% |
| 3Y | +434.6% | +12.3% | +422.4% | +461.9% |
| All | +93.5% | -66.3% | +159.9% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling