+1.9%
META vs VSXY
+217.9%
-216.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | +0.1% | +4.9% |
| 7D | +5.7% | +15.2% | -9.5% | +5.1% |
| 30D | -10.8% | +37.0% | -47.7% | -11.8% |
| 3M | +8.4% | +15.2% | -6.8% | +7.6% |
| 6M | +5.4% | +136.3% | -130.9% | +1.0% |
| YTD | -2.6% | +109.6% | -112.1% | -7.2% |
| All | +1.9% | +217.9% | -216.0% | -4.9% |
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 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