-7.6%
LVS vs VSXY
+37.5%
-45.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.1% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -6.2% | -18.7% | +12.4% | -3.9% |
| 3M | -14.8% | -4.0% | -10.9% | -14.8% |
| 6M | -20.9% | +67.5% | -88.3% | -28.6% |
| YTD | -33.0% | +39.7% | -72.7% | -38.2% |
| 1Y | -20.0% | +180.0% | -200.0% | -34.6% |
| 3Y | -6.9% | +337.3% | -344.2% | -34.4% |
| 5Y | +9.1% | +22.7% | -13.6% | -7.9% |
| All | -7.6% | +37.5% | -45.2% | -21.4% |
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