+67.0%
NDAQ vs VSXY
+37.4%
+29.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.0% |
| 7D | -2.4% | -14.0% | +11.5% | -1.7% |
| 30D | +2.5% | -15.9% | +18.4% | +3.4% |
| 3M | +9.9% | +3.4% | +6.5% | +9.3% |
| 6M | +9.4% | +25.9% | -16.5% | +6.3% |
| YTD | +0.4% | +39.5% | -39.1% | -3.4% |
| 1Y | +4.0% | +194.4% | -190.3% | -6.8% |
| 3Y | +94.4% | +281.4% | -187.0% | +62.1% |
| 5Y | +56.7% | +12.8% | +43.9% | +42.2% |
| All | +67.0% | +37.4% | +29.6% | +50.5% |
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 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