+67.6%
DIA vs VSXY
+37.4%
+30.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -0.2% | -14.0% | +13.8% | +1.0% |
| 30D | -1.5% | -15.9% | +14.4% | -0.2% |
| 3M | +3.8% | +3.4% | +0.4% | +3.1% |
| 6M | +10.3% | +25.9% | -15.6% | +6.3% |
| YTD | +12.1% | +39.5% | -27.4% | +6.7% |
| 1Y | +18.6% | +194.4% | -175.7% | +4.4% |
| 3Y | +60.6% | +281.4% | -220.8% | +31.3% |
| 5Y | +64.4% | +12.8% | +51.6% | +46.6% |
| All | +67.6% | +37.4% | +30.2% | +48.6% |
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