+57.3%
LLY vs VSXY
+210.1%
-152.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.4% | -7.8% | +0.3% |
| 7D | +10.1% | +14.2% | -4.1% | +9.5% |
| 30D | +24.0% | +21.9% | +2.2% | +23.2% |
| 3M | +27.3% | +22.1% | +5.2% | +26.3% |
| 6M | +47.0% | +116.7% | -69.7% | +41.7% |
| YTD | +32.6% | +101.1% | -68.5% | +27.9% |
| 1Y | +57.3% | +208.0% | -150.7% | +49.8% |
| All | +57.3% | +210.1% | -152.8% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling