+326.6%
PSX vs VSXY
+42.7%
+283.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.3% | +1.2% |
| 7D | +2.8% | -6.8% | +9.6% | +3.4% |
| 30D | +27.8% | -20.4% | +48.1% | +30.3% |
| 3M | +42.0% | +2.9% | +39.1% | +40.9% |
| 6M | +58.1% | +67.9% | -9.8% | +46.6% |
| YTD | +105.0% | +44.9% | +60.2% | +92.4% |
| 1Y | +104.9% | +205.9% | -101.0% | +73.8% |
| 3Y | +134.1% | +373.9% | -239.8% | +78.8% |
| 5Y | +363.8% | +23.5% | +340.4% | +295.4% |
| All | +326.6% | +42.7% | +283.9% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling