+12.6%
COMP vs VSXY
+199.4%
-186.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -4.2% |
| 7D | +4.1% | -6.8% | +10.8% | +5.2% |
| 30D | -14.5% | -20.4% | +5.8% | -10.5% |
| 3M | +41.8% | +2.9% | +38.9% | +39.5% |
| 6M | +23.6% | +67.9% | -44.4% | +2.6% |
| YTD | +1.7% | +44.9% | -43.2% | -10.5% |
| 1Y | +12.6% | +205.9% | -193.4% | -22.2% |
| All | +12.6% | +199.4% | -186.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling