+32.5%
CI vs VSXY
+37.5%
-5.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +1.8% | -18.7% | +20.4% | +2.5% |
| 3M | -4.2% | -4.0% | -0.3% | -4.2% |
| 6M | +8.8% | +67.5% | -58.6% | +6.1% |
| YTD | +3.7% | +39.7% | -35.9% | +1.7% |
| 1Y | -6.1% | +180.0% | -186.1% | -10.6% |
| 3Y | +4.5% | +337.3% | -332.8% | -5.6% |
| 5Y | +50.5% | +22.7% | +27.9% | +46.9% |
| All | +32.5% | +37.5% | -5.0% | +24.2% |
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