+135.3%
PSX vs VSXY
+353.1%
-217.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.9% |
| 7D | +1.8% | -10.7% | +12.5% | +2.7% |
| 30D | +21.6% | -24.3% | +45.9% | +24.1% |
| 3M | +46.5% | +1.0% | +45.4% | +45.6% |
| 6M | +62.0% | +57.4% | +4.6% | +52.4% |
| YTD | +106.3% | +39.8% | +66.5% | +95.6% |
| 1Y | +103.0% | +196.5% | -93.5% | +73.1% |
| All | +135.3% | +353.1% | -217.8% | +79.7% |
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 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