-16.8%
OPEN vs VSXY
+369.6%
-386.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.7% |
| 7D | +1.0% | -6.8% | +7.8% | +2.7% |
| 30D | -11.9% | -20.4% | +8.5% | -6.1% |
| 3M | -28.8% | +2.9% | -31.7% | -30.6% |
| 6M | -38.6% | +67.9% | -106.5% | -52.1% |
| YTD | -47.3% | +44.9% | -92.2% | -56.9% |
| 1Y | -49.2% | +205.9% | -255.1% | -69.8% |
| All | -16.8% | +369.6% | -386.4% | -57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling