-32.7%
IT vs VSXY
+42.7%
-75.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.9% | -11.3% | -7.8% |
| 7D | -9.1% | -6.8% | -2.4% | -8.7% |
| 30D | -7.0% | -20.4% | +13.4% | -5.1% |
| 3M | +7.6% | +2.9% | +4.7% | +6.9% |
| 6M | +2.1% | +67.9% | -65.8% | -5.5% |
| YTD | -31.6% | +44.9% | -76.4% | -35.9% |
| 1Y | -29.9% | +205.9% | -235.8% | -41.1% |
| 3Y | -51.3% | +373.9% | -425.1% | -64.4% |
| 5Y | -44.8% | +23.5% | -68.2% | -49.4% |
| All | -32.7% | +42.7% | -75.4% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling