+31.1%
CAPR vs VSXY
+190.1%
-159.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -3.5% |
| 7D | -10.6% | -0.3% | -10.2% | -10.5% |
| 30D | +111.2% | -22.1% | +133.3% | +117.7% |
| 3M | -67.2% | -1.1% | -66.1% | -67.7% |
| 6M | -75.1% | +53.8% | -129.0% | -79.1% |
| YTD | -71.2% | +35.5% | -106.7% | -75.5% |
| 1Y | +31.1% | +186.0% | -154.9% | -24.6% |
| All | +31.1% | +190.1% | -159.0% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling