+390.2%
LLY vs VSXY
+19.3%
+370.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | -3.1% | -10.7% | +7.6% | -2.7% |
| 30D | -8.6% | -24.3% | +15.6% | -7.7% |
| 3M | -1.6% | +1.0% | -2.7% | -1.8% |
| 6M | +11.8% | +57.4% | -45.5% | +9.3% |
| YTD | +5.1% | +39.8% | -34.7% | +3.1% |
| 1Y | +50.7% | +196.5% | -145.8% | +43.4% |
| 3Y | +95.7% | +357.2% | -261.6% | +80.1% |
| 5Y | +390.2% | +18.9% | +371.3% | +388.3% |
| All | +390.2% | +19.3% | +370.9% | +388.3% |
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 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