+18.3%
O vs VSXY
+19.2%
-1.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.3% |
| 7D | -2.3% | -10.7% | +8.5% | -1.7% |
| 30D | -2.4% | -24.3% | +21.8% | -1.1% |
| 3M | -0.6% | +1.0% | -1.6% | -0.9% |
| 6M | -5.0% | +57.4% | -62.4% | -8.2% |
| YTD | +10.4% | +39.8% | -29.4% | +7.1% |
| 1Y | +6.6% | +196.5% | -189.9% | -1.6% |
| 3Y | +28.4% | +357.2% | -328.9% | +9.3% |
| All | +18.3% | +19.2% | -1.0% | +10.9% |
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