+110.3%
CTVA vs VSXY
+37.5%
+72.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.9% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +11.3% | -18.7% | +30.0% | +12.9% |
| 3M | +12.3% | -4.0% | +16.3% | +12.3% |
| 6M | +7.2% | +67.5% | -60.3% | +1.5% |
| YTD | +26.0% | +39.7% | -13.6% | +20.7% |
| 1Y | +16.0% | +180.0% | -164.0% | +3.8% |
| 3Y | +73.9% | +337.3% | -263.4% | +40.7% |
| 5Y | +103.8% | +22.7% | +81.1% | +84.1% |
| All | +110.3% | +37.5% | +72.7% | +87.8% |
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 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