+26.8%
PL vs VSXY
+96.5%
-69.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.7% | +10.0% |
| 7D | -6.8% | +11.8% | -18.7% | -9.3% |
| 30D | -29.3% | +25.9% | -55.2% | -33.1% |
| 3M | -44.8% | +15.5% | -60.3% | -47.0% |
| 6M | -68.4% | +109.7% | -178.1% | -74.3% |
| YTD | -36.4% | +99.5% | -135.8% | -48.8% |
| 1Y | +0.7% | +197.5% | -196.8% | -27.6% |
| 3Y | +455.3% | +453.3% | +2.1% | +220.0% |
| 5Y | +22.7% | +110.3% | -87.6% | -16.2% |
| All | +26.8% | +96.5% | -69.7% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling