+8.7%
D vs VSXY
+37.5%
-28.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.1% | -1.1% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | -4.5% | -18.7% | +14.2% | -3.9% |
| 3M | -2.5% | -4.0% | +1.5% | -2.5% |
| 6M | +5.5% | +67.5% | -61.9% | +3.4% |
| YTD | +13.3% | +39.7% | -26.4% | +11.4% |
| 1Y | +11.8% | +180.0% | -168.1% | +7.2% |
| 3Y | +56.7% | +337.3% | -280.6% | +44.5% |
| 5Y | +4.3% | +22.7% | -18.4% | -0.9% |
| All | +8.7% | +37.5% | -28.8% | +3.5% |
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