+198.7%
B vs VSXY
+335.0%
-136.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -1.6% |
| 7D | +2.3% | -6.8% | +9.1% | +2.5% |
| 30D | +1.4% | -20.4% | +21.7% | +2.2% |
| 3M | +12.2% | +2.9% | +9.3% | +11.9% |
| 6M | -2.1% | +67.9% | -70.0% | -4.8% |
| YTD | +2.9% | +44.9% | -41.9% | +0.5% |
| 1Y | +55.3% | +205.9% | -150.6% | +48.3% |
| 3Y | +198.7% | +373.9% | -175.2% | +153.3% |
| All | +198.7% | +335.0% | -136.3% | +153.3% |
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