+44.3%
FIVE vs VSXY
+522.0%
-477.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +4.5% |
| 7D | +6.2% | +15.2% | -9.0% | +2.9% |
| 30D | +18.2% | +37.0% | -18.8% | +10.1% |
| 3M | +3.8% | +15.2% | -11.4% | 0.0% |
| 6M | +13.7% | +136.3% | -122.6% | -10.0% |
| YTD | +34.7% | +109.6% | -74.8% | +8.4% |
| 1Y | +66.6% | +223.7% | -157.1% | +17.6% |
| 3Y | +44.3% | +516.3% | -472.0% | -18.1% |
| All | +44.3% | +522.0% | -477.7% | -18.1% |
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