+39.5%
PL vs VSXY
+93.0%
-53.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +10.0% | -1.7% | +11.8% | +10.6% |
| 30D | -2.3% | +20.1% | -22.4% | -6.3% |
| 3M | -44.2% | +16.6% | -60.8% | -46.5% |
| 6M | -66.1% | +134.9% | -201.0% | -73.2% |
| YTD | -30.0% | +96.0% | -126.0% | -43.3% |
| 1Y | +21.0% | +203.8% | -182.7% | -13.4% |
| 3Y | +516.5% | +465.3% | +51.2% | +254.3% |
| 5Y | +32.0% | +106.3% | -74.3% | -9.3% |
| All | +39.5% | +93.0% | -53.5% | -3.7% |
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