+146.6%
B vs VSXY
+37.7%
+109.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.2% |
| 7D | +1.0% | -10.7% | +11.8% | +1.3% |
| 30D | +9.5% | -24.3% | +33.8% | +10.3% |
| 3M | +14.3% | +1.0% | +13.3% | +14.2% |
| 6M | -1.9% | +57.4% | -59.2% | -3.5% |
| YTD | +4.1% | +39.8% | -35.7% | +2.6% |
| 1Y | +56.1% | +196.5% | -140.4% | +51.7% |
| 3Y | +202.0% | +357.2% | -155.2% | +188.7% |
| 5Y | +158.8% | +18.9% | +139.9% | +145.2% |
| All | +146.6% | +37.7% | +109.0% | +134.2% |
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