-15.4%
A vs VSXY
+19.2%
-34.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | -4.4% | -10.7% | +6.3% | -3.0% |
| 30D | -2.7% | -24.3% | +21.6% | +0.9% |
| 3M | +7.0% | +1.0% | +6.0% | +6.3% |
| 6M | +24.6% | +57.4% | -32.7% | +13.8% |
| YTD | +7.0% | +39.8% | -32.8% | -1.1% |
| 1Y | +15.6% | +196.5% | -180.9% | -6.5% |
| 3Y | +29.9% | +357.2% | -327.3% | -10.0% |
| All | -15.4% | +19.2% | -34.6% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling