+47.1%
AR vs VSXY
+446.9%
-399.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.3% |
| 7D | +6.4% | -1.6% | +8.0% | +6.4% |
| 30D | +3.1% | +17.8% | -14.7% | +2.9% |
| 3M | +3.3% | +12.5% | -9.2% | +3.2% |
| 6M | +6.6% | +124.7% | -118.2% | +4.3% |
| YTD | +12.3% | +93.2% | -80.8% | +10.1% |
| 1Y | +12.3% | +195.6% | -183.3% | +6.8% |
| All | +47.1% | +446.9% | -399.9% | +23.5% |
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