+180.0%
VSXY vs FIGR
-3.1%
+183.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.7% | +3.1% |
| 7D | +0.1% | -3.0% | +3.2% | +0.2% |
| 30D | -18.7% | +13.7% | -32.3% | -19.0% |
| 3M | -4.0% | +23.9% | -27.8% | -4.8% |
| 6M | +67.5% | -8.4% | +75.9% | +68.0% |
| YTD | +39.7% | -14.6% | +54.3% | +38.7% |
| 1Y | +180.0% | +12.1% | +167.9% | +171.4% |
| All | +180.0% | -3.1% | +183.1% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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