+88.8%
CAPR vs VSXY
+37.4%
+51.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.9% |
| 7D | -2.0% | -14.0% | +12.0% | +0.1% |
| 30D | +139.2% | -15.9% | +155.1% | +144.7% |
| 3M | -66.4% | +3.4% | -69.8% | -67.0% |
| 6M | -63.1% | +25.9% | -89.0% | -65.9% |
| YTD | -67.4% | +39.5% | -106.9% | -70.6% |
| 1Y | +58.2% | +194.4% | -136.1% | +26.6% |
| 3Y | +42.2% | +281.4% | -239.2% | +5.5% |
| 5Y | +87.3% | +12.8% | +74.5% | +52.5% |
| All | +88.8% | +37.4% | +51.4% | +45.7% |
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 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