+13.1%
D vs VSXY
+121.1%
-107.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | +2.4% | +10.2% | -7.8% | +2.1% |
| 30D | +10.9% | +33.6% | -22.7% | +10.0% |
| 3M | +2.8% | +10.8% | -7.9% | +2.4% |
| 6M | +12.7% | +130.5% | -117.8% | +9.4% |
| YTD | +20.3% | +104.4% | -84.1% | +16.9% |
| 1Y | +17.1% | +216.5% | -199.4% | +12.0% |
| 3Y | +75.1% | +465.9% | -390.8% | +60.1% |
| 5Y | +13.1% | +123.1% | -110.0% | +5.4% |
| All | +13.1% | +121.1% | -107.9% | +5.4% |
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 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