+23.3%
MSCI vs VSXY
+101.4%
-78.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.1% | +1.9% |
| 7D | +2.7% | +10.2% | -7.5% | +1.6% |
| 30D | +16.2% | +33.6% | -17.4% | +12.6% |
| 3M | +17.1% | +10.8% | +6.3% | +15.3% |
| 6M | +13.0% | +130.5% | -117.5% | +0.3% |
| YTD | +15.8% | +104.4% | -88.7% | +3.6% |
| 1Y | +15.5% | +216.5% | -201.0% | -3.2% |
| 3Y | +32.3% | +465.9% | -433.6% | -6.2% |
| 5Y | +8.2% | +123.1% | -114.9% | -10.2% |
| All | +23.3% | +101.4% | -78.0% | +2.3% |
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