+61.9%
D vs VSXY
+335.0%
-273.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | +0.8% | -6.8% | +7.5% | +0.9% |
| 30D | -0.7% | -20.4% | +19.6% | -0.4% |
| 3M | +2.1% | +2.9% | -0.8% | +1.9% |
| 6M | +6.8% | +67.9% | -61.1% | +5.5% |
| YTD | +16.5% | +44.9% | -28.3% | +15.2% |
| 1Y | +19.2% | +205.9% | -186.8% | +15.7% |
| 3Y | +61.9% | +373.9% | -312.0% | +47.3% |
| All | +61.9% | +335.0% | -273.1% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling