+96.8%
META vs VSXY
+455.0%
-358.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.8% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | -13.0% | +20.1% | -33.1% | -14.5% |
| 3M | +7.9% | +16.6% | -8.7% | +6.2% |
| 6M | +4.2% | +134.9% | -130.7% | -5.6% |
| YTD | -2.5% | +96.0% | -98.5% | -10.7% |
| 1Y | +5.6% | +203.8% | -198.2% | -8.7% |
| 3Y | +96.8% | +465.3% | -368.5% | +60.9% |
| All | +96.8% | +455.0% | -358.2% | +60.9% |
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 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