+16.9%
O vs VSXY
+42.7%
-25.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.6% |
| 7D | -0.6% | -6.8% | +6.2% | -0.3% |
| 30D | -2.0% | -20.4% | +18.4% | -0.9% |
| 3M | +3.0% | +2.9% | +0.1% | +2.6% |
| 6M | -3.6% | +67.9% | -71.6% | -7.0% |
| YTD | +12.1% | +44.9% | -32.8% | +8.7% |
| 1Y | +8.9% | +205.9% | -197.0% | +0.8% |
| 3Y | +30.3% | +373.9% | -343.5% | +12.3% |
| 5Y | +13.7% | +23.5% | -9.7% | +6.8% |
| All | +16.9% | +42.7% | -25.7% | +9.6% |
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