+92.8%
ON vs VSXY
+42.7%
+50.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.9% | -8.3% | -5.4% |
| 7D | -2.2% | -6.8% | +4.6% | -0.9% |
| 30D | -12.4% | -20.4% | +7.9% | -8.1% |
| 3M | -41.2% | +2.9% | -44.1% | -42.6% |
| 6M | +25.0% | +67.9% | -42.9% | +4.7% |
| YTD | +31.3% | +44.9% | -13.6% | +13.2% |
| 1Y | +45.4% | +205.9% | -160.5% | +1.7% |
| 3Y | -27.4% | +373.9% | -401.3% | -60.6% |
| 5Y | +58.5% | +23.5% | +35.0% | +24.3% |
| All | +92.8% | +42.7% | +50.1% | +44.9% |
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 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