+405.1%
P vs VSXY
+101.4%
+303.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -13.3% | +10.2% | -23.5% | -14.3% |
| 30D | -34.0% | +33.6% | -67.6% | -36.3% |
| 3M | +4.1% | +10.8% | -6.7% | +2.3% |
| 6M | +30.5% | +130.5% | -100.1% | +14.5% |
| YTD | +52.2% | +104.4% | -52.3% | +34.5% |
| 1Y | +10.3% | +216.5% | -206.2% | -9.7% |
| 3Y | +180.9% | +465.9% | -285.1% | +100.9% |
| 5Y | +259.7% | +123.1% | +136.6% | +197.0% |
| All | +405.1% | +101.4% | +303.7% | +308.4% |
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