+121.4%
ALL vs VSXY
+33.4%
+87.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | -3.6% | -22.1% | +18.5% | -2.5% |
| 3M | +13.2% | -1.1% | +14.4% | +13.1% |
| 6M | +22.5% | +53.8% | -31.3% | +18.7% |
| YTD | +22.7% | +35.5% | -12.8% | +19.6% |
| 1Y | +28.3% | +186.0% | -157.7% | +19.1% |
| 3Y | +152.0% | +343.2% | -191.1% | +115.4% |
| 5Y | +115.4% | +19.0% | +96.4% | +104.7% |
| All | +121.4% | +33.4% | +87.9% | +107.9% |
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