+7.6%
MSCI vs VSXY
+37.4%
-29.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +0.4% | -14.0% | +14.4% | +1.9% |
| 30D | +0.6% | -15.9% | +16.5% | +2.2% |
| 3M | -7.1% | +3.4% | -10.5% | -8.0% |
| 6M | +0.8% | +25.9% | -25.1% | -4.1% |
| YTD | +1.0% | +39.5% | -38.5% | -5.6% |
| 1Y | +4.3% | +194.4% | -190.0% | -13.2% |
| 3Y | +9.9% | +281.4% | -271.5% | -19.0% |
| 5Y | -6.8% | +12.8% | -19.5% | -18.4% |
| All | +7.6% | +37.4% | -29.8% | -6.7% |
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