+58.9%
M vs VSXY
+37.4%
+21.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.7% |
| 7D | +4.7% | -14.0% | +18.7% | +9.7% |
| 30D | -9.6% | -15.9% | +6.3% | -4.9% |
| 3M | +0.9% | +3.4% | -2.5% | -1.4% |
| 6M | +22.3% | +25.9% | -3.6% | +5.6% |
| YTD | +6.5% | +39.5% | -33.0% | -12.2% |
| 1Y | +38.8% | +194.4% | -155.6% | -15.7% |
| 3Y | +115.9% | +281.4% | -165.5% | -1.3% |
| 5Y | +28.6% | +12.8% | +15.9% | -9.2% |
| All | +58.9% | +37.4% | +21.5% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling