+91.1%
DGX vs VSXY
+37.7%
+53.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -2.2% | -10.7% | +8.5% | -1.9% |
| 30D | -0.9% | -24.3% | +23.3% | -0.1% |
| 3M | +15.6% | +1.0% | +14.6% | +15.4% |
| 6M | +17.8% | +57.4% | -39.6% | +15.3% |
| YTD | +37.5% | +39.8% | -2.3% | +34.8% |
| 1Y | +31.2% | +196.5% | -165.3% | +24.2% |
| 3Y | +96.6% | +357.2% | -260.7% | +76.2% |
| 5Y | +64.9% | +18.9% | +46.0% | +59.5% |
| All | +91.1% | +37.7% | +53.4% | +82.1% |
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