+139.8%
CBOE vs VSXY
+22.6%
+117.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -3.1% | -18.7% | +15.5% | -3.5% |
| 3M | -4.8% | -4.0% | -0.8% | -4.8% |
| 6M | -0.6% | +67.5% | -68.0% | +0.3% |
| YTD | +12.8% | +39.7% | -26.9% | +13.8% |
| 1Y | +19.8% | +180.0% | -160.2% | +20.6% |
| 3Y | +86.9% | +337.3% | -250.3% | +81.8% |
| All | +139.8% | +22.6% | +117.2% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling