+414.9%
COMP vs VSXY
+446.9%
-32.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.6% | -0.9% |
| 7D | +8.9% | -1.6% | +10.5% | +9.5% |
| 30D | +14.0% | +17.8% | -3.8% | +9.4% |
| 3M | -21.1% | +12.5% | -33.6% | -24.1% |
| 6M | +20.1% | +124.7% | -104.6% | -8.3% |
| YTD | -5.0% | +93.2% | -98.2% | -24.1% |
| 1Y | +5.7% | +195.6% | -190.0% | -25.9% |
| All | +414.9% | +446.9% | -32.1% | +157.4% |
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