+43.4%
CAPR vs VSXY
+335.0%
-291.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -4.2% |
| 7D | -9.5% | -6.8% | -2.7% | -8.5% |
| 30D | +121.5% | -20.4% | +141.9% | +129.0% |
| 3M | -65.4% | +2.9% | -68.3% | -66.0% |
| 6M | -67.5% | +67.9% | -135.4% | -72.0% |
| YTD | -68.6% | +44.9% | -113.5% | -72.3% |
| 1Y | +42.7% | +205.9% | -163.2% | +8.2% |
| 3Y | +43.4% | +373.9% | -330.5% | -1.8% |
| All | +43.4% | +335.0% | -291.6% | -1.8% |
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