+96.6%
DAL vs VSXY
+42.7%
+53.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -2.3% |
| 7D | +3.4% | -6.8% | +10.1% | +4.6% |
| 30D | -13.6% | -20.4% | +6.8% | -9.8% |
| 3M | +1.2% | +2.9% | -1.7% | -0.2% |
| 6M | +34.5% | +67.9% | -33.4% | +15.7% |
| YTD | +14.7% | +44.9% | -30.2% | +1.8% |
| 1Y | +29.2% | +205.9% | -176.7% | -4.1% |
| 3Y | +100.0% | +373.9% | -273.9% | +22.8% |
| 5Y | +106.3% | +23.5% | +82.9% | +59.4% |
| All | +96.6% | +42.7% | +53.9% | +53.7% |
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