+41.7%
DUK vs VSXY
+37.5%
+4.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.4% | -18.7% | +16.2% | -2.4% |
| 3M | -3.0% | -4.0% | +1.0% | -3.0% |
| 6M | -6.6% | +67.5% | -74.0% | -6.9% |
| YTD | +4.6% | +39.7% | -35.1% | +4.2% |
| 1Y | +1.2% | +180.0% | -178.7% | +0.3% |
| 3Y | +45.7% | +337.3% | -291.6% | +40.7% |
| 5Y | +40.3% | +22.7% | +17.6% | +38.6% |
| All | +41.7% | +37.5% | +4.1% | +40.9% |
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