-1.6%
NDAQ vs VSXY
+190.1%
-191.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -2.5% |
| 7D | -6.8% | -0.3% | -6.4% | -6.8% |
| 30D | -3.2% | -22.1% | +18.9% | -3.9% |
| 3M | +6.5% | -1.1% | +7.6% | +6.5% |
| 6M | +5.7% | +53.8% | -48.1% | +5.8% |
| YTD | -4.6% | +35.5% | -40.1% | -3.7% |
| 1Y | -1.6% | +186.0% | -187.6% | -2.5% |
| All | -1.6% | +190.1% | -191.7% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling