+61.1%
CME vs VSXY
+37.5%
+23.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +5.6% | -18.7% | +24.3% | +5.5% |
| 3M | +5.6% | -4.0% | +9.6% | +5.6% |
| 6M | -8.3% | +67.5% | -75.7% | -8.3% |
| YTD | +4.3% | +39.7% | -35.3% | +4.4% |
| 1Y | +9.1% | +180.0% | -170.9% | +8.5% |
| 3Y | +52.1% | +337.3% | -285.2% | +47.0% |
| 5Y | +79.7% | +22.7% | +57.0% | +80.3% |
| All | +61.1% | +37.5% | +23.6% | +62.6% |
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