+420.1%
CORZ vs VSXY
+208.5%
+211.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +8.4% | -14.0% | +22.3% | +11.1% |
| 30D | -17.8% | -15.9% | -1.9% | -15.6% |
| 3M | -35.9% | +3.4% | -39.3% | -37.0% |
| 6M | +12.9% | +25.9% | -13.0% | +4.4% |
| YTD | +22.9% | +39.5% | -16.6% | +10.3% |
| 1Y | +31.4% | +194.4% | -163.0% | -1.4% |
| All | +420.1% | +208.5% | +211.5% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling