-19.8%
LOW vs VSXY
+67.0%
-86.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.9% |
| 7D | -0.6% | -10.7% | +10.1% | 0.0% |
| 30D | -9.3% | -24.3% | +15.0% | -7.8% |
| 3M | -8.1% | +1.0% | -9.1% | -8.3% |
| 6M | -19.8% | +57.4% | -77.1% | -24.8% |
| All | -19.8% | +67.0% | -86.8% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling