+97.2%
AR vs VSXY
+103.2%
-6.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.7% |
| 7D | +6.4% | -1.6% | +8.0% | +6.5% |
| 30D | +3.1% | +17.8% | -14.7% | +1.6% |
| 3M | +3.3% | +12.5% | -9.2% | +1.9% |
| 6M | +6.6% | +124.7% | -118.2% | -2.9% |
| YTD | +12.3% | +93.2% | -80.8% | +2.9% |
| 1Y | +12.3% | +195.6% | -183.3% | -3.1% |
| 3Y | +50.4% | +434.6% | -384.2% | +9.5% |
| All | +97.2% | +103.2% | -6.0% | +58.3% |
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