+99.9%
VSXY vs FGI
-70.6%
+170.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +11.8% | -7.0% | +18.8% | +11.8% |
| 30D | +25.9% | -4.2% | +30.2% | +25.9% |
| 3M | +15.5% | +55.6% | -40.1% | +15.9% |
| 6M | +109.7% | -3.2% | +112.9% | +110.5% |
| YTD | +99.5% | +29.1% | +70.3% | +100.6% |
| 1Y | +197.5% | +51.0% | +146.5% | +200.9% |
| 3Y | +453.3% | +1.5% | +451.7% | +480.5% |
| All | +99.9% | -70.6% | +170.4% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling