-22.4%
COMP vs VSXY
+42.7%
-65.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -4.6% |
| 7D | +4.1% | -6.8% | +10.8% | +5.8% |
| 30D | -14.5% | -20.4% | +5.8% | -8.4% |
| 3M | +41.8% | +2.9% | +38.9% | +38.5% |
| 6M | +23.6% | +67.9% | -44.4% | -3.2% |
| YTD | +1.7% | +44.9% | -43.2% | -16.3% |
| 1Y | +12.6% | +205.9% | -193.4% | -31.3% |
| 3Y | +221.9% | +373.9% | -152.0% | +36.4% |
| 5Y | -28.1% | +23.5% | -51.6% | -48.9% |
| All | -22.4% | +42.7% | -65.1% | -44.7% |
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 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