+53.9%
NDAQ vs VSXY
+19.2%
+34.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -1.6% | -10.7% | +9.2% | -1.0% |
| 30D | -1.5% | -24.3% | +22.8% | +0.2% |
| 3M | +8.0% | +1.0% | +7.0% | +7.6% |
| 6M | +7.7% | +57.4% | -49.6% | +2.5% |
| YTD | -2.3% | +39.8% | -42.1% | -6.4% |
| 1Y | +0.6% | +196.5% | -195.9% | -10.7% |
| 3Y | +90.9% | +357.2% | -266.3% | +52.8% |
| All | +53.9% | +19.2% | +34.7% | +44.5% |
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