+21.7%
P vs VSXY
+211.8%
-190.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.4% |
| 7D | -4.7% | +0.8% | -5.6% | -4.7% |
| 30D | -31.4% | +24.0% | -55.4% | -31.1% |
| 3M | -2.6% | +16.7% | -19.3% | -2.5% |
| 6M | +21.9% | +138.6% | -116.7% | +24.2% |
| YTD | +58.9% | +102.8% | -43.9% | +60.6% |
| 1Y | +21.7% | +214.2% | -192.4% | +27.1% |
| All | +21.7% | +211.8% | -190.1% | +27.1% |
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