+147.5%
B vs VSXY
+37.4%
+110.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | -1.6% | -14.0% | +12.4% | -1.2% |
| 30D | +9.4% | -15.9% | +25.3% | +9.9% |
| 3M | +5.0% | +3.4% | +1.6% | +4.8% |
| 6M | -3.5% | +25.9% | -29.5% | -4.7% |
| YTD | +4.5% | +39.5% | -35.0% | +2.9% |
| 1Y | +67.8% | +194.4% | -126.6% | +63.1% |
| 3Y | +196.7% | +281.4% | -84.7% | +183.7% |
| 5Y | +151.9% | +12.8% | +139.2% | +138.3% |
| All | +147.5% | +37.4% | +110.1% | +135.1% |
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 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