+29.3%
F vs VSXY
+37.7%
-8.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -3.3% |
| 7D | -4.9% | -10.7% | +5.8% | -3.3% |
| 30D | -2.9% | -24.3% | +21.4% | +1.4% |
| 3M | -9.1% | +1.0% | -10.1% | -9.8% |
| 6M | +12.9% | +57.4% | -44.4% | +1.0% |
| YTD | +6.1% | +39.8% | -33.7% | -3.6% |
| 1Y | +22.5% | +196.5% | -174.0% | -5.0% |
| 3Y | +32.1% | +357.2% | -325.2% | -16.2% |
| 5Y | +43.7% | +18.9% | +24.8% | +17.8% |
| All | +29.3% | +37.7% | -8.4% | +4.1% |
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