+205.9%
VSXY vs FGI
+93.1%
+112.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.9% |
| 7D | -6.8% | +5.2% | -11.9% | -6.8% |
| 30D | -20.4% | +65.2% | -85.6% | -20.0% |
| 3M | +2.9% | +30.2% | -27.3% | +3.4% |
| 6M | +67.9% | +87.8% | -19.9% | +70.2% |
| YTD | +44.9% | +32.5% | +12.4% | +46.1% |
| 1Y | +205.9% | +93.6% | +112.3% | +225.1% |
| All | +205.9% | +93.1% | +112.8% | +225.1% |
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