+425.9%
CORZ vs VSXY
+209.2%
+216.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.8% |
| 7D | +7.6% | -10.7% | +18.3% | +9.5% |
| 30D | -6.9% | -24.3% | +17.3% | -2.4% |
| 3M | -33.0% | +1.0% | -34.0% | -33.8% |
| 6M | +19.3% | +57.4% | -38.0% | +5.4% |
| YTD | +24.2% | +39.8% | -15.5% | +11.5% |
| 1Y | +24.5% | +196.5% | -172.0% | -6.6% |
| All | +425.9% | +209.2% | +216.7% | +229.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling