+183.3%
AR vs VSXY
+37.4%
+145.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | +2.5% | -14.0% | +16.5% | +3.7% |
| 30D | +14.8% | -15.9% | +30.7% | +16.2% |
| 3M | +6.2% | +3.4% | +2.8% | +5.5% |
| 6M | +4.3% | +25.9% | -21.6% | +0.4% |
| YTD | +14.4% | +39.5% | -25.1% | +8.3% |
| 1Y | +21.3% | +194.4% | -173.0% | +4.2% |
| 3Y | +39.8% | +281.4% | -241.6% | +7.1% |
| 5Y | +142.1% | +12.8% | +129.3% | +104.7% |
| All | +183.3% | +37.4% | +145.9% | +135.4% |
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