+37.3%
IR vs VSXY
+19.3%
+18.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.5% |
| 7D | -1.9% | -10.7% | +8.8% | -0.3% |
| 30D | -15.0% | -24.3% | +9.2% | -11.4% |
| 3M | -0.4% | +1.0% | -1.4% | -1.2% |
| 6M | -15.0% | +57.4% | -72.4% | -23.4% |
| YTD | -7.1% | +39.8% | -46.8% | -14.8% |
| 1Y | -7.5% | +196.5% | -204.0% | -26.4% |
| 3Y | +6.3% | +357.2% | -351.0% | -27.9% |
| 5Y | +37.3% | +18.9% | +18.4% | +18.9% |
| All | +37.3% | +19.3% | +18.0% | +18.9% |
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