+69.2%
M vs VSXY
+90.2%
-21.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.5% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | +7.0% | +17.8% | -10.8% | +1.2% |
| 3M | +3.1% | +12.5% | -9.3% | -1.8% |
| 6M | +33.5% | +124.7% | -91.2% | -5.3% |
| YTD | +13.4% | +93.2% | -79.7% | -16.6% |
| 1Y | +22.4% | +195.6% | -173.2% | -24.3% |
| 3Y | +150.9% | +434.6% | -283.8% | +3.8% |
| 5Y | -3.0% | +103.3% | -106.4% | -38.3% |
| All | +69.2% | +90.2% | -21.0% | +4.6% |
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