+21.2%
A vs VSXY
+93.0%
-71.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | -0.5% | -1.7% | +1.3% | -0.2% |
| 30D | 0.0% | +20.1% | -20.1% | -2.5% |
| 3M | +16.7% | +16.6% | +0.1% | +13.9% |
| 6M | +54.8% | +134.9% | -80.1% | +34.9% |
| YTD | +28.8% | +96.0% | -67.2% | +14.2% |
| 1Y | +19.3% | +203.8% | -184.5% | -1.6% |
| 3Y | +65.5% | +465.3% | -399.8% | +16.4% |
| 5Y | +12.1% | +106.3% | -94.3% | -10.1% |
| All | +21.2% | +93.0% | -71.8% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling