+128.2%
ALL vs VSXY
+37.4%
+90.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -1.5% |
| 7D | 0.0% | -14.0% | +14.0% | +0.7% |
| 30D | -1.5% | -15.9% | +14.4% | -0.7% |
| 3M | +23.6% | +3.4% | +20.2% | +23.2% |
| 6M | +22.3% | +25.9% | -3.6% | +19.9% |
| YTD | +26.5% | +39.5% | -13.0% | +23.1% |
| 1Y | +27.0% | +194.4% | -167.3% | +17.7% |
| 3Y | +149.6% | +281.4% | -131.8% | +117.4% |
| 5Y | +118.1% | +12.8% | +105.3% | +107.5% |
| All | +128.2% | +37.4% | +90.8% | +114.1% |
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