+57.2%
NDAQ vs VSXY
+37.5%
+19.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.1% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -4.7% | -18.7% | +14.0% | -3.6% |
| 3M | +5.5% | -4.0% | +9.5% | +5.4% |
| 6M | +7.4% | +67.5% | -60.1% | +2.0% |
| YTD | -5.5% | +39.7% | -45.1% | -9.1% |
| 1Y | -3.7% | +180.0% | -183.7% | -13.3% |
| 3Y | +85.0% | +337.3% | -252.3% | +52.0% |
| 5Y | +49.0% | +22.7% | +26.3% | +35.1% |
| All | +57.2% | +37.5% | +19.7% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling