-34.2%
DOW vs VSXY
+42.7%
-76.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.4% | -0.1% |
| 7D | -2.9% | -6.8% | +3.9% | -2.1% |
| 30D | +2.0% | -20.4% | +22.3% | +4.8% |
| 3M | -12.5% | +2.9% | -15.4% | -13.4% |
| 6M | -9.2% | +67.9% | -77.1% | -17.9% |
| YTD | +30.8% | +44.9% | -14.1% | +20.1% |
| 1Y | +29.4% | +205.9% | -176.5% | +4.2% |
| 3Y | -34.6% | +373.9% | -408.4% | -54.2% |
| 5Y | -35.9% | +23.5% | -59.4% | -47.4% |
| All | -34.2% | +42.7% | -76.9% | -46.2% |
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