+150.1%
ALL vs VSXY
+353.1%
-203.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.1% |
| 7D | -2.2% | -10.7% | +8.5% | -2.1% |
| 30D | -5.6% | -24.3% | +18.7% | -5.3% |
| 3M | +17.2% | +1.0% | +16.2% | +17.2% |
| 6M | +23.2% | +57.4% | -34.1% | +22.5% |
| YTD | +23.6% | +39.8% | -16.2% | +23.0% |
| 1Y | +29.2% | +196.5% | -167.3% | +27.4% |
| All | +150.1% | +353.1% | -203.0% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling