+28.2%
M vs VSXY
+21.5%
+6.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -4.0% |
| 7D | +2.4% | -6.8% | +9.1% | +4.4% |
| 30D | -11.6% | -20.4% | +8.8% | -4.8% |
| 3M | +1.6% | +2.9% | -1.3% | -0.6% |
| 6M | +25.2% | +67.9% | -42.7% | -4.4% |
| YTD | +3.8% | +44.9% | -41.1% | -17.1% |
| 1Y | +36.3% | +205.9% | -169.6% | -21.9% |
| 3Y | +116.3% | +373.9% | -257.5% | -20.4% |
| 5Y | +28.2% | +23.5% | +4.7% | -2.6% |
| All | +28.2% | +21.5% | +6.7% | -2.6% |
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 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