+269.8%
CORZ vs VSXY
+363.5%
-93.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.1% | +3.1% | +7.2% |
| 7D | +1.7% | +15.2% | -13.5% | -1.0% |
| 30D | -17.5% | +37.0% | -54.4% | -22.3% |
| 3M | -39.5% | +15.2% | -54.7% | -41.5% |
| 6M | -44.5% | +136.3% | -180.8% | -54.7% |
| YTD | -12.6% | +109.6% | -122.2% | -27.6% |
| 1Y | -37.0% | +223.7% | -260.7% | -52.9% |
| All | +269.8% | +363.5% | -93.8% | +113.6% |
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