+28.7%
FIVE vs VSXY
+37.7%
-9.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.8% |
| 7D | +1.7% | -10.7% | +12.4% | +4.4% |
| 30D | +5.0% | -24.3% | +29.3% | +12.2% |
| 3M | +29.5% | +1.0% | +28.5% | +28.1% |
| 6M | +12.4% | +57.4% | -44.9% | -4.7% |
| YTD | +31.2% | +39.8% | -8.6% | +13.6% |
| 1Y | +72.9% | +196.5% | -123.6% | +18.7% |
| 3Y | +53.0% | +357.2% | -304.2% | -17.0% |
| 5Y | +34.2% | +18.9% | +15.3% | +2.2% |
| All | +28.7% | +37.7% | -9.0% | -3.3% |
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