+66.2%
NDAQ vs VSXY
+106.2%
-39.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +18.0% | +20.1% | -2.2% | +16.5% |
| 3M | +11.5% | +16.6% | -5.1% | +10.2% |
| 6M | +21.1% | +134.9% | -113.9% | +12.1% |
| YTD | +12.8% | +96.0% | -83.2% | +5.6% |
| 1Y | +25.7% | +203.8% | -178.1% | +12.5% |
| 3Y | +116.8% | +465.3% | -348.5% | +72.1% |
| All | +66.2% | +106.2% | -39.9% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling