+178.5%
AR vs VSXY
+93.0%
+85.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +7.4% | -1.7% | +9.1% | +7.5% |
| 30D | +5.8% | +20.1% | -14.4% | +4.1% |
| 3M | +5.2% | +16.6% | -11.4% | +3.6% |
| 6M | +5.4% | +134.9% | -129.5% | -3.9% |
| YTD | +12.4% | +96.0% | -83.6% | +3.3% |
| 1Y | +12.8% | +203.8% | -191.0% | -2.2% |
| 3Y | +47.2% | +465.3% | -418.1% | +9.2% |
| 5Y | +101.1% | +106.3% | -5.2% | +65.3% |
| All | +178.5% | +93.0% | +85.5% | +124.6% |
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