-61.8%
MKTX vs VSXY
+33.4%
-95.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | +0.8% | -22.1% | +22.9% | +1.4% |
| 3M | +41.1% | -1.1% | +42.3% | +41.0% |
| 6M | -9.5% | +53.8% | -63.4% | -11.1% |
| YTD | -8.7% | +35.5% | -44.2% | -10.1% |
| 1Y | -10.0% | +186.0% | -196.0% | -14.8% |
| 3Y | -24.6% | +343.2% | -367.8% | -34.6% |
| 5Y | -60.3% | +19.0% | -79.3% | -61.5% |
| All | -61.8% | +33.4% | -95.2% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling