-30.0%
IT vs VSXY
+37.5%
-67.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +5.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +0.1% | -18.7% | +18.7% | +1.9% |
| 3M | +20.7% | -4.0% | +24.7% | +20.7% |
| 6M | +12.0% | +67.5% | -55.5% | +3.6% |
| YTD | -28.8% | +39.7% | -68.5% | -33.0% |
| 1Y | -25.5% | +180.0% | -205.5% | -36.7% |
| 3Y | -48.8% | +337.3% | -386.0% | -62.1% |
| 5Y | -42.7% | +22.7% | -65.4% | -47.6% |
| All | -30.0% | +37.5% | -67.6% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling