+135.3%
ALL vs VSXY
+93.0%
+42.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +5.0% | -1.7% | +6.8% | +5.1% |
| 30D | +13.3% | +20.1% | -6.8% | +12.3% |
| 3M | +3.2% | +16.6% | -13.4% | +2.2% |
| 6M | +25.3% | +134.9% | -109.6% | +19.0% |
| YTD | +30.5% | +96.0% | -65.5% | +24.7% |
| 1Y | +29.2% | +203.8% | -174.6% | +20.2% |
| 3Y | +119.1% | +465.3% | -346.2% | +87.3% |
| 5Y | +162.6% | +106.3% | +56.3% | +143.5% |
| All | +135.3% | +93.0% | +42.3% | +116.8% |
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 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