+519.3%
AU vs VSXY
+37.5%
+481.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +7.3% | -18.7% | +26.0% | +8.4% |
| 3M | +26.3% | -4.0% | +30.3% | +26.4% |
| 6M | +1.8% | +67.5% | -65.7% | -2.0% |
| YTD | +26.8% | +39.7% | -12.8% | +23.1% |
| 1Y | +66.7% | +180.0% | -113.3% | +56.2% |
| 3Y | +579.1% | +337.3% | +241.8% | +506.0% |
| 5Y | +689.3% | +22.7% | +666.7% | +610.8% |
| All | +519.3% | +37.5% | +481.7% | +443.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling