+39.8%
CI vs VSXY
+90.2%
-50.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.0% | -1.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.7% |
| 30D | +4.9% | +17.8% | -12.9% | +4.3% |
| 3M | +7.4% | +12.5% | -5.1% | +6.9% |
| 6M | +0.4% | +124.7% | -124.3% | -3.1% |
| YTD | +9.5% | +93.2% | -83.7% | +6.0% |
| 1Y | +12.0% | +195.6% | -183.7% | +6.4% |
| 3Y | +7.1% | +434.6% | -427.6% | -3.2% |
| 5Y | +49.3% | +103.3% | -54.0% | +42.8% |
| All | +39.8% | +90.2% | -50.4% | +29.6% |
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 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