+62.8%
META vs VSXY
+14.5%
+48.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | +6.7% | -14.0% | +20.7% | +8.8% |
| 30D | +4.8% | -15.9% | +20.7% | +7.1% |
| 3M | -1.6% | +3.4% | -5.0% | -2.8% |
| 6M | -7.5% | +25.9% | -33.4% | -13.2% |
| YTD | -6.4% | +39.5% | -45.9% | -14.3% |
| 1Y | -17.3% | +194.4% | -211.7% | -34.4% |
| 3Y | +109.9% | +281.4% | -171.5% | +42.9% |
| All | +62.8% | +14.5% | +48.3% | +51.4% |
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