-15.8%
F vs VSXY
+110.3%
-126.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | +1.6% | +11.8% | -10.3% | -0.4% |
| 30D | +2.6% | +25.9% | -23.3% | -1.5% |
| 3M | -8.8% | +15.5% | -24.3% | -11.7% |
| 6M | +4.6% | +109.7% | -105.1% | -11.5% |
| YTD | -1.9% | +99.5% | -101.4% | -17.0% |
| 1Y | -0.8% | +197.5% | -198.3% | -23.3% |
| 3Y | +43.5% | +453.3% | -409.8% | -13.9% |
| All | -15.8% | +110.3% | -126.1% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling