+6.6%
PL vs VSXY
+210.1%
-203.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +5.6% | +10.2% | -4.5% | +4.7% |
| 30D | -16.9% | +33.6% | -50.6% | -19.2% |
| 3M | -38.2% | +10.8% | -49.0% | -39.2% |
| 6M | -63.4% | +130.5% | -194.0% | -66.1% |
| YTD | -27.6% | +104.4% | -132.1% | -32.4% |
| 1Y | +6.6% | +216.5% | -209.9% | +0.9% |
| All | +6.6% | +210.1% | -203.6% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling