+11.1%
LOW vs VSXY
+37.5%
-26.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.3% |
| 7D | -3.7% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -18.7% | +9.8% | -6.6% |
| 3M | -10.4% | -4.0% | -6.4% | -10.4% |
| 6M | -19.4% | +67.5% | -86.9% | -26.5% |
| YTD | -17.1% | +39.7% | -56.8% | -22.9% |
| 1Y | -26.3% | +180.0% | -206.2% | -38.6% |
| 3Y | -9.9% | +337.3% | -347.2% | -34.8% |
| 5Y | +6.1% | +22.7% | -16.5% | -11.2% |
| All | +11.1% | +37.5% | -26.4% | -6.6% |
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