+327.1%
PSX vs VSXY
+37.5%
+289.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +15.6% | -18.7% | +34.3% | +17.7% |
| 3M | +46.5% | -4.0% | +50.4% | +46.3% |
| 6M | +55.0% | +67.5% | -12.5% | +43.7% |
| YTD | +105.3% | +39.7% | +65.6% | +93.3% |
| 1Y | +101.6% | +180.0% | -78.4% | +72.7% |
| 3Y | +134.1% | +337.3% | -203.1% | +80.5% |
| 5Y | +368.7% | +22.7% | +346.0% | +300.0% |
| All | +327.1% | +37.5% | +289.6% | +249.8% |
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