-18.4%
DT vs VSXY
+42.7%
-61.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.6% |
| 7D | -4.9% | -6.8% | +1.9% | -4.2% |
| 30D | +2.7% | -20.4% | +23.1% | +5.5% |
| 3M | +20.0% | +2.9% | +17.1% | +18.9% |
| 6M | +28.0% | +67.9% | -39.9% | +16.4% |
| YTD | +16.0% | +44.9% | -28.8% | +6.9% |
| 1Y | +0.7% | +205.9% | -205.2% | -18.5% |
| 3Y | +6.2% | +373.9% | -367.7% | -28.3% |
| 5Y | -28.1% | +23.5% | -51.6% | -38.0% |
| All | -18.4% | +42.7% | -61.0% | -31.2% |
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