+579.1%
AU vs VSXY
+352.7%
+226.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.6% |
| 3M | +26.3% | -4.0% | +30.3% | +26.4% |
| 6M | +1.8% | +67.5% | -65.7% | -2.7% |
| YTD | +26.8% | +39.7% | -12.8% | +22.4% |
| 1Y | +66.7% | +180.0% | -113.3% | +54.4% |
| 3Y | +579.1% | +337.3% | +241.8% | +460.1% |
| All | +579.1% | +352.7% | +226.3% | +460.1% |
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