-22.1%
COMP vs VSXY
+106.4%
-128.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +4.0% |
| 7D | +14.5% | +15.2% | -0.6% | +9.4% |
| 30D | +14.9% | +37.0% | -22.1% | +3.2% |
| 3M | -14.2% | +15.2% | -29.4% | -19.3% |
| 6M | +23.7% | +136.3% | -112.6% | -14.1% |
| YTD | +2.1% | +109.6% | -107.5% | -26.2% |
| 1Y | +26.2% | +223.7% | -197.5% | -23.3% |
| 3Y | +470.9% | +516.3% | -45.4% | +128.4% |
| 5Y | -14.0% | +125.1% | -139.2% | -47.3% |
| All | -22.1% | +106.4% | -128.5% | -51.2% |
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