+268.9%
P vs VSXY
+19.3%
+249.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -3.6% |
| 7D | +5.0% | -10.7% | +15.7% | +6.2% |
| 30D | -0.9% | -24.3% | +23.3% | +2.2% |
| 3M | +38.7% | +1.0% | +37.6% | +37.4% |
| 6M | +54.4% | +57.4% | -3.0% | +40.6% |
| YTD | +44.8% | +39.8% | +5.1% | +33.3% |
| 1Y | +22.5% | +196.5% | -173.9% | -1.8% |
| 3Y | +148.2% | +357.2% | -209.0% | +73.8% |
| 5Y | +268.9% | +18.9% | +250.0% | +234.2% |
| All | +268.9% | +19.3% | +249.6% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling