-45.6%
IT vs VSXY
+15.5%
-61.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | -12.7% | -0.3% | -12.4% | -12.7% |
| 30D | -8.9% | -22.1% | +13.2% | -7.0% |
| 3M | +10.1% | -1.1% | +11.3% | +9.8% |
| 6M | +7.3% | +53.8% | -46.6% | +0.6% |
| YTD | -32.4% | +35.5% | -67.8% | -36.0% |
| 1Y | -26.6% | +186.0% | -212.7% | -37.4% |
| 3Y | -51.8% | +343.2% | -395.0% | -64.1% |
| 5Y | -45.6% | +19.0% | -64.6% | -49.0% |
| All | -45.6% | +15.5% | -61.1% | -49.0% |
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 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