+32.6%
NET vs VSXY
+103.4%
-70.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.4% | -10.9% | -4.5% |
| 7D | -16.4% | +14.2% | -30.6% | -19.0% |
| 30D | -25.8% | +21.9% | -47.7% | -29.4% |
| 3M | -11.5% | +22.1% | -33.7% | -16.5% |
| 6M | +18.9% | +116.7% | -97.8% | -6.3% |
| YTD | +35.2% | +101.1% | -65.9% | +5.9% |
| 1Y | +14.5% | +208.0% | -193.6% | -22.5% |
| 3Y | +313.8% | +456.4% | -142.6% | +91.8% |
| 5Y | +32.6% | +110.8% | -78.2% | -3.0% |
| All | +32.6% | +103.4% | -70.8% | -3.0% |
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