+116.3%
M vs VSXY
+335.0%
-218.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.5% |
| 7D | +2.4% | -6.8% | +9.1% | +3.8% |
| 30D | -11.6% | -20.4% | +8.8% | -7.0% |
| 3M | +1.6% | +2.9% | -1.3% | +0.2% |
| 6M | +25.2% | +67.9% | -42.7% | +4.9% |
| YTD | +3.8% | +44.9% | -41.1% | -10.1% |
| 1Y | +36.3% | +205.9% | -169.6% | -5.8% |
| 3Y | +116.3% | +373.9% | -257.5% | +23.2% |
| All | +116.3% | +335.0% | -218.6% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling