+106.5%
ON vs VSXY
+37.5%
+69.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.4% | +7.8% |
| 7D | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | -8.6% | -18.7% | +10.1% | -4.5% |
| 3M | -34.3% | -4.0% | -30.4% | -34.8% |
| 6M | +28.5% | +67.5% | -39.0% | +7.7% |
| YTD | +40.6% | +39.7% | +1.0% | +22.4% |
| 1Y | +55.3% | +180.0% | -124.7% | +11.2% |
| 3Y | -22.2% | +337.3% | -359.5% | -56.8% |
| 5Y | +62.4% | +22.7% | +39.7% | +28.2% |
| All | +106.5% | +37.5% | +69.0% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling