-44.8%
CAG vs VSXY
+37.5%
-82.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | -18.7% | +16.3% | -1.9% |
| 3M | +9.8% | -4.0% | +13.8% | +9.9% |
| 6M | -10.8% | +67.5% | -78.3% | -12.3% |
| YTD | -10.8% | +39.7% | -50.5% | -11.9% |
| 1Y | -19.0% | +180.0% | -198.9% | -22.1% |
| 3Y | -39.7% | +337.3% | -377.0% | -44.1% |
| 5Y | -43.0% | +22.7% | -65.6% | -45.6% |
| All | -44.8% | +37.5% | -82.4% | -47.7% |
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 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