+26.4%
P vs VSXY
+224.6%
-198.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.4% |
| 7D | +6.5% | -14.0% | +20.5% | +6.4% |
| 30D | +18.8% | -15.9% | +34.7% | +18.6% |
| 3M | +26.7% | +3.4% | +23.4% | +26.0% |
| 6M | +62.2% | +25.9% | +36.3% | +60.3% |
| YTD | +48.5% | +39.5% | +9.0% | +43.5% |
| 1Y | +26.4% | +194.4% | -168.0% | -4.0% |
| All | +26.4% | +224.6% | -198.2% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling