+32.0%
FIVE vs VSXY
+101.4%
-69.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +7.3% | +10.2% | -2.8% | +4.8% |
| 30D | +18.1% | +33.6% | -15.6% | +9.6% |
| 3M | +7.7% | +10.8% | -3.1% | +4.2% |
| 6M | +13.6% | +130.5% | -116.9% | -12.5% |
| YTD | +34.6% | +104.4% | -69.9% | +5.5% |
| 1Y | +66.2% | +216.5% | -150.3% | +13.7% |
| 3Y | +43.5% | +465.9% | -422.4% | -24.8% |
| 5Y | +20.7% | +123.1% | -102.4% | -19.0% |
| All | +32.0% | +101.4% | -69.3% | -10.2% |
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