+269.3%
C vs VSXY
+335.0%
-65.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.2% |
| 7D | +3.2% | -6.8% | +9.9% | +3.9% |
| 30D | +1.3% | -20.4% | +21.7% | +3.9% |
| 3M | +3.1% | +2.9% | +0.2% | +2.0% |
| 6M | +29.6% | +67.9% | -38.3% | +17.4% |
| YTD | +19.0% | +44.9% | -25.9% | +9.8% |
| 1Y | +45.6% | +205.9% | -160.3% | +19.0% |
| 3Y | +269.3% | +373.9% | -104.6% | +172.7% |
| All | +269.3% | +335.0% | -65.7% | +172.7% |
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