+116.1%
ALL vs VSXY
+19.3%
+96.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.2% |
| 7D | -2.2% | -10.7% | +8.5% | -1.7% |
| 30D | -5.6% | -24.3% | +18.7% | -4.3% |
| 3M | +17.2% | +1.0% | +16.2% | +17.0% |
| 6M | +23.2% | +57.4% | -34.1% | +19.2% |
| YTD | +23.6% | +39.8% | -16.2% | +20.1% |
| 1Y | +29.2% | +196.5% | -167.3% | +19.3% |
| 3Y | +153.8% | +357.2% | -203.4% | +114.0% |
| 5Y | +116.1% | +18.9% | +97.2% | +107.9% |
| All | +116.1% | +19.3% | +96.8% | +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 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