+30.6%
FIVE vs VSXY
+99.7%
-69.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +17.4% | +24.0% | -6.6% | +11.2% |
| 3M | +7.0% | +16.7% | -9.6% | +2.3% |
| 6M | +20.5% | +138.6% | -118.2% | -8.3% |
| YTD | +33.1% | +102.8% | -69.7% | +4.6% |
| 1Y | +67.1% | +214.2% | -147.1% | +14.5% |
| 3Y | +41.9% | +461.4% | -419.5% | -25.5% |
| 5Y | +21.1% | +118.3% | -97.2% | -18.4% |
| All | +30.6% | +99.7% | -69.2% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling