+67.5%
NYT vs VSXY
+37.5%
+30.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +4.6% | -18.7% | +23.3% | +6.1% |
| 3M | -9.6% | -4.0% | -5.6% | -9.6% |
| 6M | -14.0% | +67.5% | -81.5% | -18.6% |
| YTD | -2.8% | +39.7% | -42.5% | -6.9% |
| 1Y | +15.6% | +180.0% | -164.4% | +3.3% |
| 3Y | +56.3% | +337.3% | -281.0% | +25.6% |
| 5Y | +39.5% | +22.7% | +16.8% | +25.3% |
| All | +67.5% | +37.5% | +30.0% | +54.6% |
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