+219.8%
C vs VSXY
+522.0%
-302.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.8% |
| 7D | -0.9% | +15.2% | -16.1% | -2.6% |
| 30D | -5.4% | +37.0% | -42.4% | -9.0% |
| 3M | -9.2% | +15.2% | -24.4% | -11.1% |
| 6M | -1.8% | +136.3% | -138.1% | -14.8% |
| YTD | +6.7% | +109.6% | -102.9% | -6.2% |
| 1Y | +23.5% | +223.7% | -200.2% | +1.1% |
| 3Y | +219.8% | +516.3% | -296.5% | +123.3% |
| All | +219.8% | +522.0% | -302.2% | +123.3% |
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