+224.4%
VSXY vs FGI
+45.3%
+179.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +5.0% |
| 7D | +15.2% | -1.4% | +16.6% | +15.2% |
| 30D | +37.0% | -3.2% | +40.2% | +37.0% |
| 3M | +15.2% | +64.1% | -48.9% | +13.1% |
| 6M | +136.3% | +17.2% | +119.1% | +134.4% |
| YTD | +109.6% | +31.6% | +78.0% | +102.4% |
| All | +224.4% | +45.3% | +179.1% | +187.0% |
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