-4.9%
M vs VSXY
+103.2%
-108.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -0.4% |
| 7D | +0.6% | -1.6% | +2.2% | +1.2% |
| 30D | +7.0% | +17.8% | -10.8% | +0.8% |
| 3M | +3.1% | +12.5% | -9.3% | -2.1% |
| 6M | +33.5% | +124.7% | -91.2% | -8.0% |
| YTD | +13.4% | +93.2% | -79.7% | -18.7% |
| 1Y | +22.4% | +195.6% | -173.2% | -27.5% |
| 3Y | +150.9% | +434.6% | -283.8% | -7.2% |
| All | -4.9% | +103.2% | -108.1% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling