+190.5%
P vs VSXY
+522.0%
-331.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.2% | +5.8% |
| 7D | -9.6% | +15.2% | -24.8% | -10.9% |
| 30D | -33.4% | +37.0% | -70.4% | -35.5% |
| 3M | +14.2% | +15.2% | -1.0% | +12.1% |
| 6M | +31.6% | +136.3% | -104.7% | +17.2% |
| YTD | +53.5% | +109.6% | -56.1% | +37.5% |
| 1Y | +14.2% | +223.7% | -209.5% | -5.5% |
| 3Y | +190.5% | +516.3% | -325.8% | +135.3% |
| All | +190.5% | +522.0% | -331.5% | +135.3% |
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