+39.5%
FIVE vs VSXY
+21.5%
+18.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | -0.3% |
| 7D | +3.7% | -6.8% | +10.4% | +5.3% |
| 30D | +4.0% | -20.4% | +24.3% | +9.9% |
| 3M | +36.2% | +2.9% | +33.3% | +34.0% |
| 6M | +18.0% | +67.9% | -49.9% | -2.4% |
| YTD | +34.9% | +44.9% | -10.0% | +15.0% |
| 1Y | +67.9% | +205.9% | -138.0% | +12.3% |
| 3Y | +57.3% | +373.9% | -316.5% | -19.0% |
| 5Y | +39.5% | +23.5% | +16.1% | +2.3% |
| All | +39.5% | +21.5% | +18.0% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling