+56.9%
FIVE vs VSXY
+324.0%
-267.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +4.5% |
| 7D | +4.3% | -14.0% | +18.3% | +7.4% |
| 30D | +12.5% | -15.9% | +28.4% | +16.3% |
| 3M | +31.2% | +3.4% | +27.8% | +29.4% |
| 6M | +14.4% | +25.9% | -11.5% | +5.1% |
| YTD | +33.9% | +39.5% | -5.6% | +18.9% |
| 1Y | +65.1% | +194.4% | -129.3% | +19.1% |
| All | +56.9% | +324.0% | -267.1% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling