+29.7%
M vs VSXY
+198.1%
-168.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -3.6% |
| 7D | -4.1% | -10.7% | +6.7% | -2.4% |
| 30D | -13.6% | -24.3% | +10.6% | -9.6% |
| 3M | -2.3% | +1.0% | -3.3% | -2.7% |
| 6M | +21.9% | +57.4% | -35.4% | +7.6% |
| YTD | -0.6% | +39.8% | -40.4% | -9.9% |
| 1Y | +29.7% | +196.5% | -166.8% | -12.5% |
| All | +29.7% | +198.1% | -168.4% | -12.5% |
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