+61.2%
FIVE vs VSXY
+210.1%
-149.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +8.4% | -1.7% | +5.7% |
| 7D | +7.5% | +14.2% | -6.7% | +5.8% |
| 30D | +16.7% | +21.9% | -5.1% | +14.0% |
| 3M | +13.4% | +22.1% | -8.8% | +10.3% |
| 6M | +9.0% | +116.7% | -107.6% | -0.8% |
| YTD | +33.8% | +101.1% | -67.3% | +21.3% |
| 1Y | +61.2% | +208.0% | -146.9% | +33.4% |
| All | +61.2% | +210.1% | -149.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling