+7.3%
MSCI vs VSXY
+335.0%
-327.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -4.0% |
| 7D | -2.1% | -6.8% | +4.7% | -1.8% |
| 30D | -1.7% | -20.4% | +18.6% | -0.7% |
| 3M | -8.2% | +2.9% | -11.1% | -8.6% |
| 6M | -2.4% | +67.9% | -70.4% | -6.6% |
| YTD | -2.8% | +44.9% | -47.7% | -6.2% |
| 1Y | -2.7% | +205.9% | -208.6% | -12.0% |
| 3Y | +7.3% | +373.9% | -366.5% | -7.6% |
| All | +7.3% | +335.0% | -327.7% | -7.6% |
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