+520.5%
PL vs VSXY
+446.9%
+73.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | -2.0% |
| 7D | +22.3% | -1.6% | +23.8% | +22.9% |
| 30D | -8.3% | +17.8% | -26.1% | -11.7% |
| 3M | -43.3% | +12.5% | -55.7% | -45.1% |
| 6M | -65.8% | +124.7% | -190.6% | -72.9% |
| YTD | -29.5% | +93.2% | -122.7% | -43.0% |
| 1Y | +11.7% | +195.6% | -183.9% | -21.1% |
| All | +520.5% | +446.9% | +73.6% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling