-35.4%
DOW vs VSXY
+37.5%
-73.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.1% | -2.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.9% | -18.7% | +14.7% | -1.6% |
| 3M | -12.7% | -4.0% | -8.7% | -12.7% |
| 6M | -13.7% | +67.5% | -81.2% | -22.0% |
| YTD | +28.4% | +39.7% | -11.3% | +18.4% |
| 1Y | +21.8% | +180.0% | -158.2% | -0.7% |
| 3Y | -35.7% | +337.3% | -373.0% | -54.4% |
| 5Y | -36.8% | +22.7% | -59.5% | -47.9% |
| All | -35.4% | +37.5% | -73.0% | -46.9% |
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