-8.8%
IR vs VSXY
+190.1%
-198.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | -14.0% | -22.1% | +8.0% | -11.7% |
| 3M | +3.7% | -1.1% | +4.9% | +3.3% |
| 6M | -15.4% | +53.8% | -69.2% | -22.7% |
| YTD | -7.7% | +35.5% | -43.2% | -13.9% |
| 1Y | -8.8% | +186.0% | -194.8% | -28.8% |
| All | -8.8% | +190.1% | -198.9% | -28.8% |
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