+22.3%
CARR vs VSXY
+37.5%
-15.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +1.0% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -18.7% | +9.8% | -6.6% |
| 3M | -17.3% | -4.0% | -13.3% | -17.5% |
| 6M | -1.4% | +67.5% | -68.9% | -10.8% |
| YTD | +10.0% | +39.7% | -29.7% | +1.7% |
| 1Y | -6.4% | +180.0% | -186.3% | -22.7% |
| 3Y | +1.5% | +337.3% | -335.7% | -27.3% |
| 5Y | +9.3% | +22.7% | -13.4% | -5.4% |
| All | +22.3% | +37.5% | -15.3% | +1.5% |
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