-8.7%
COMP vs VSXY
+106.2%
-114.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.7% |
| 30D | +16.6% | +20.1% | -3.6% | +9.3% |
| 3M | -23.5% | +16.6% | -40.1% | -28.5% |
| 6M | +25.7% | +134.9% | -109.2% | -14.8% |
| YTD | -3.4% | +96.0% | -99.4% | -30.0% |
| 1Y | +7.6% | +203.8% | -196.2% | -35.5% |
| 3Y | +423.6% | +465.3% | -41.7% | +96.3% |
| All | -8.7% | +106.2% | -114.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling