+65.2%
CME vs VSXY
+446.9%
-381.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | -0.3% |
| 7D | +2.7% | -1.6% | +4.3% | +2.6% |
| 30D | +13.5% | +17.8% | -4.3% | +14.3% |
| 3M | +20.9% | +12.5% | +8.4% | +21.8% |
| 6M | +11.5% | +124.7% | -113.2% | +15.5% |
| YTD | +19.5% | +93.2% | -73.7% | +23.5% |
| 1Y | +17.2% | +195.6% | -178.4% | +22.7% |
| All | +65.2% | +446.9% | -381.8% | +73.7% |
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