+54.5%
DD vs VSXY
+42.7%
+11.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.8% |
| 7D | -0.6% | -6.8% | +6.2% | +0.3% |
| 30D | -7.4% | -20.4% | +12.9% | -4.4% |
| 3M | -6.4% | +2.9% | -9.3% | -7.4% |
| 6M | -2.5% | +67.9% | -70.4% | -12.3% |
| YTD | +10.2% | +44.9% | -34.6% | +1.0% |
| 1Y | +36.9% | +205.9% | -169.0% | +10.2% |
| 3Y | +47.0% | +373.9% | -326.8% | +1.9% |
| 5Y | +63.1% | +23.5% | +39.7% | +35.0% |
| All | +54.5% | +42.7% | +11.8% | +29.0% |
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 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