+470.9%
COMP vs VSXY
+522.0%
-51.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.6% | +4.4% |
| 7D | +14.5% | +15.2% | -0.6% | +10.6% |
| 30D | +14.9% | +37.0% | -22.1% | +5.8% |
| 3M | -14.2% | +15.2% | -29.4% | -18.0% |
| 6M | +23.7% | +136.3% | -112.6% | -6.8% |
| YTD | +2.1% | +109.6% | -107.5% | -20.2% |
| 1Y | +26.2% | +223.7% | -197.5% | -13.8% |
| 3Y | +470.9% | +516.3% | -45.4% | +180.3% |
| All | +470.9% | +522.0% | -51.1% | +180.3% |
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