-39.3%
DIS vs VSXY
+37.7%
-76.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | -3.5% | -10.7% | +7.2% | -2.2% |
| 30D | +1.0% | -24.3% | +25.2% | +4.5% |
| 3M | +5.7% | +1.0% | +4.7% | +5.1% |
| 6M | +3.3% | +57.4% | -54.1% | -5.3% |
| YTD | -7.7% | +39.8% | -47.5% | -14.4% |
| 1Y | -10.0% | +196.5% | -206.4% | -26.3% |
| 3Y | +31.7% | +357.2% | -325.5% | -6.9% |
| 5Y | -42.2% | +18.9% | -61.1% | -52.1% |
| All | -39.3% | +37.7% | -76.9% | -49.0% |
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 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