-59.7%
MKTX vs VSXY
+22.6%
-82.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.1% |
| 7D | -0.2% | +0.1% | -0.4% | -0.2% |
| 30D | +0.7% | -18.7% | +19.4% | +1.2% |
| 3M | +40.8% | -4.0% | +44.8% | +40.8% |
| 6M | -8.0% | +67.5% | -75.5% | -10.0% |
| YTD | -8.7% | +39.7% | -48.4% | -10.3% |
| 1Y | -11.8% | +180.0% | -191.8% | -16.7% |
| 3Y | -24.0% | +337.3% | -361.3% | -34.9% |
| All | -59.7% | +22.6% | -82.4% | -58.8% |
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