+61.8%
FIVE vs VSXY
+199.0%
-137.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | -0.8% |
| 7D | +2.4% | -1.6% | +4.0% | +2.7% |
| 30D | +15.8% | +17.8% | -2.0% | +13.7% |
| 3M | +3.8% | +12.5% | -8.7% | +2.0% |
| 6M | +18.5% | +124.7% | -106.2% | +6.5% |
| YTD | +31.2% | +93.2% | -61.9% | +19.8% |
| 1Y | +61.8% | +195.6% | -133.8% | +37.9% |
| All | +61.8% | +199.0% | -137.2% | +37.9% |
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