-11.5%
LEN vs VSXY
+37.5%
-49.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.7% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -6.6% | -18.7% | +12.1% | -3.7% |
| 3M | -15.7% | -4.0% | -11.7% | -15.6% |
| 6M | -16.6% | +67.5% | -84.1% | -25.5% |
| YTD | -21.3% | +39.7% | -61.0% | -27.9% |
| 1Y | -42.0% | +180.0% | -222.0% | -53.6% |
| 3Y | -27.9% | +337.3% | -365.2% | -51.5% |
| 5Y | -10.7% | +22.7% | -33.4% | -25.7% |
| All | -11.5% | +37.5% | -49.0% | -27.5% |
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