+125.3%
CAPR vs VSXY
+99.7%
+25.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.8% | +27.3% | +26.6% |
| 7D | +25.8% | +0.8% | +24.9% | +25.7% |
| 30D | +50.2% | +24.0% | +26.2% | +45.6% |
| 3M | +185.5% | +16.7% | +168.8% | +178.6% |
| 6M | -64.8% | +138.6% | -203.4% | -70.4% |
| YTD | -61.1% | +102.8% | -163.9% | -66.8% |
| 1Y | +81.0% | +214.2% | -133.2% | +43.3% |
| 3Y | +300.7% | +461.4% | -160.7% | +181.7% |
| 5Y | +223.3% | +118.3% | +105.1% | +144.4% |
| All | +125.3% | +99.7% | +25.6% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling