+4.9%
A vs VSXY
+37.4%
-32.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | -1.9% | -14.0% | +12.1% | -0.1% |
| 30D | +6.9% | -15.9% | +22.8% | +9.1% |
| 3M | +9.2% | +3.4% | +5.8% | +8.2% |
| 6M | +25.7% | +25.9% | -0.2% | +19.0% |
| YTD | +11.5% | +39.5% | -28.0% | +3.6% |
| 1Y | +18.4% | +194.4% | -176.0% | -2.7% |
| 3Y | +26.6% | +281.4% | -254.8% | -6.3% |
| 5Y | -12.8% | +12.8% | -25.6% | -26.4% |
| All | +4.9% | +37.4% | -32.4% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling