+129.2%
DAL vs VSXY
+106.4%
+22.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +4.2% |
| 7D | +10.0% | +15.2% | -5.1% | +7.0% |
| 30D | +12.0% | +37.0% | -25.0% | +5.0% |
| 3M | +0.8% | +15.2% | -14.4% | -2.7% |
| 6M | +26.2% | +136.3% | -110.1% | +1.4% |
| YTD | +33.7% | +109.6% | -75.9% | +9.8% |
| 1Y | +57.6% | +223.7% | -166.1% | +16.6% |
| 3Y | +183.5% | +516.3% | -332.8% | +66.5% |
| 5Y | +114.2% | +125.1% | -11.0% | +54.0% |
| All | +129.2% | +106.4% | +22.8% | +65.8% |
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