+25.5%
M vs VSXY
+197.9%
-172.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.2% |
| 7D | +0.6% | -1.6% | +2.2% | +0.9% |
| 30D | +7.0% | +17.8% | -10.8% | +4.2% |
| 3M | +3.1% | +12.5% | -9.3% | +0.8% |
| 6M | +33.5% | +124.7% | -91.2% | +12.6% |
| YTD | +13.4% | +93.2% | -79.7% | -1.0% |
| All | +25.5% | +197.9% | -172.4% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling