+1,180.6%
DELL vs VSXY
+37.5%
+1,143.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +11.6% |
| 7D | +8.2% | +0.1% | +8.1% | +8.3% |
| 30D | +17.1% | -18.7% | +35.8% | +19.7% |
| 3M | +45.2% | -4.0% | +49.1% | +44.8% |
| 6M | +286.8% | +67.5% | +219.3% | +248.7% |
| YTD | +354.8% | +39.7% | +315.1% | +317.5% |
| 1Y | +358.3% | +180.0% | +178.3% | +268.7% |
| 3Y | +724.9% | +337.3% | +387.6% | +473.7% |
| 5Y | +1,193.7% | +22.7% | +1,171.0% | +972.2% |
| All | +1,180.6% | +37.5% | +1,143.1% | +942.4% |
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