+43.2%
DD vs VSXY
+353.1%
-310.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -2.1% |
| 7D | -3.8% | -10.7% | +6.9% | -2.5% |
| 30D | -9.2% | -24.3% | +15.0% | -6.2% |
| 3M | -9.0% | +1.0% | -10.0% | -9.6% |
| 6M | -5.0% | +57.4% | -62.3% | -12.3% |
| YTD | +7.4% | +39.8% | -32.4% | +0.2% |
| 1Y | +35.1% | +196.5% | -161.4% | +13.1% |
| All | +43.2% | +353.1% | -310.0% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling