+81.9%
META vs VSXY
+110.3%
-28.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -0.8% | +11.8% | -12.6% | -2.4% |
| 30D | -15.4% | +25.9% | -41.4% | -18.2% |
| 3M | +3.5% | +15.5% | -12.0% | +0.8% |
| 6M | -0.3% | +109.7% | -110.0% | -13.1% |
| YTD | -7.3% | +99.5% | -106.8% | -19.5% |
| 1Y | -1.1% | +197.5% | -198.6% | -20.5% |
| 3Y | +95.1% | +453.3% | -358.2% | +26.7% |
| All | +81.9% | +110.3% | -28.4% | +50.5% |
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