+319.1%
VSXY vs FGI
-5.3%
+324.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +2.6% |
| 7D | -14.0% | +0.5% | -14.5% | -14.0% |
| 30D | -15.9% | +65.4% | -81.3% | -15.3% |
| 3M | +3.4% | +23.5% | -20.1% | +4.1% |
| 6M | +25.9% | +60.5% | -34.6% | +27.9% |
| YTD | +39.5% | +30.0% | +9.5% | +41.2% |
| 1Y | +194.4% | +82.1% | +112.3% | +208.2% |
| All | +319.1% | -5.3% | +324.4% | +351.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling