+49.9%
AR vs VSXY
+353.1%
-303.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.2% |
| 7D | -1.2% | -10.7% | +9.5% | -1.0% |
| 30D | +5.5% | -24.3% | +29.8% | +6.2% |
| 3M | +12.9% | +1.0% | +11.9% | +12.7% |
| 6M | +0.1% | +57.4% | -57.3% | -2.0% |
| YTD | +13.5% | +39.8% | -26.3% | +11.4% |
| 1Y | +21.6% | +196.5% | -174.9% | +12.9% |
| All | +49.9% | +353.1% | -303.2% | +28.9% |
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 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