+49.4%
DD vs VSXY
+37.5%
+11.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -11.7% | -18.7% | +7.0% | -9.1% |
| 3M | -9.2% | -4.0% | -5.3% | -9.2% |
| 6M | -7.2% | +67.5% | -74.7% | -16.5% |
| YTD | +6.6% | +39.7% | -33.0% | -1.9% |
| 1Y | +32.0% | +180.0% | -148.0% | +7.7% |
| 3Y | +42.1% | +337.3% | -295.1% | -0.1% |
| 5Y | +58.1% | +22.7% | +35.4% | +31.5% |
| All | +49.4% | +37.5% | +11.9% | +25.4% |
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 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