+11.2%
D vs VSXY
+37.4%
-26.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.5% |
| 7D | +1.5% | -14.0% | +15.4% | +1.9% |
| 30D | -2.6% | -15.9% | +13.3% | -2.2% |
| 3M | 0.0% | +3.4% | -3.4% | -0.2% |
| 6M | +7.4% | +25.9% | -18.6% | +6.0% |
| YTD | +15.9% | +39.5% | -23.6% | +14.0% |
| 1Y | +18.1% | +194.4% | -176.2% | +13.0% |
| 3Y | +58.4% | +281.4% | -223.0% | +46.9% |
| 5Y | +5.2% | +12.8% | -7.6% | +0.1% |
| All | +11.2% | +37.4% | -26.1% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling