+7.5%
IR vs VSXY
+353.1%
-345.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.6% |
| 7D | -1.9% | -10.7% | +8.8% | -0.6% |
| 30D | -15.0% | -24.3% | +9.2% | -12.0% |
| 3M | -0.4% | +1.0% | -1.4% | -1.1% |
| 6M | -15.0% | +57.4% | -72.4% | -22.2% |
| YTD | -7.1% | +39.8% | -46.8% | -13.6% |
| 1Y | -7.5% | +196.5% | -204.0% | -23.6% |
| All | +7.5% | +353.1% | -345.7% | -16.0% |
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 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