+22.2%
A vs VSXY
+210.1%
-187.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | +0.5% |
| 7D | -2.4% | +14.2% | -16.6% | -3.2% |
| 30D | +3.6% | +21.9% | -18.3% | +2.3% |
| 3M | +27.5% | +22.1% | +5.3% | +25.7% |
| 6M | +58.5% | +116.7% | -58.2% | +50.5% |
| YTD | +31.2% | +101.1% | -69.9% | +25.0% |
| 1Y | +22.2% | +208.0% | -185.8% | +13.8% |
| All | +22.2% | +210.1% | -187.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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