+11.0%
D vs VSXY
+124.9%
-113.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -2.4% | +0.8% | -3.3% | -2.4% |
| 30D | +9.0% | +24.0% | -15.0% | +8.5% |
| 3M | +1.0% | +16.7% | -15.7% | +0.6% |
| 6M | +11.0% | +138.6% | -127.6% | +7.6% |
| All | +11.0% | +124.9% | -113.9% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling