+392.9%
P vs VSXY
+37.4%
+355.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.1% |
| 7D | +6.5% | -14.0% | +20.5% | +8.2% |
| 30D | +18.8% | -15.9% | +34.7% | +20.8% |
| 3M | +26.7% | +3.4% | +23.4% | +25.3% |
| 6M | +62.2% | +25.9% | +36.3% | +53.3% |
| YTD | +48.5% | +39.5% | +9.0% | +37.5% |
| 1Y | +26.4% | +194.4% | -168.0% | +3.1% |
| 3Y | +159.4% | +281.4% | -122.0% | +93.5% |
| 5Y | +275.8% | +12.8% | +263.0% | +224.7% |
| All | +392.9% | +37.4% | +355.5% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling