+3.9%
CI vs VSXY
+335.0%
-331.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.9% |
| 7D | -2.0% | -6.8% | +4.8% | -1.9% |
| 30D | -1.8% | -20.4% | +18.6% | -1.5% |
| 3M | -4.2% | +2.9% | -7.1% | -4.2% |
| 6M | +2.7% | +67.9% | -65.2% | +1.8% |
| YTD | +1.9% | +44.9% | -42.9% | +1.2% |
| 1Y | -6.3% | +205.9% | -212.2% | -7.3% |
| 3Y | +3.9% | +373.9% | -370.0% | +1.6% |
| All | +3.9% | +335.0% | -331.1% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling