+207.2%
COMP vs VSXY
+289.1%
-81.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | +1.4% | -14.0% | +15.4% | +4.9% |
| 30D | -13.3% | -15.9% | +2.6% | -10.0% |
| 3M | +41.1% | +3.4% | +37.7% | +38.6% |
| 6M | +17.2% | +25.9% | -8.7% | +5.7% |
| YTD | +5.2% | +39.5% | -34.3% | -7.6% |
| 1Y | +18.9% | +194.4% | -175.4% | -15.7% |
| All | +207.2% | +289.1% | -81.9% | +81.7% |
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