+516.1%
AU vs VSXY
+33.4%
+482.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -4.1% |
| 7D | -7.0% | -0.3% | -6.6% | -7.0% |
| 30D | +7.3% | -22.1% | +29.3% | +8.7% |
| 3M | +33.2% | -1.1% | +34.4% | +33.1% |
| 6M | -0.6% | +53.8% | -54.4% | -3.8% |
| YTD | +26.2% | +35.5% | -9.3% | +22.7% |
| 1Y | +68.3% | +186.0% | -117.7% | +57.6% |
| 3Y | +592.1% | +343.2% | +248.9% | +517.7% |
| 5Y | +685.3% | +19.0% | +666.2% | +608.4% |
| All | +516.1% | +33.4% | +482.7% | +441.6% |
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