+29.7%
Q vs VSXY
+112.5%
-82.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | -10.7% | -22.1% | +11.3% | -8.0% |
| 3M | -11.7% | -1.1% | -10.5% | -12.4% |
| 6M | +8.3% | +53.8% | -45.5% | -1.9% |
| YTD | +51.3% | +35.5% | +15.8% | +39.9% |
| All | +29.7% | +112.5% | -82.8% | +10.4% |
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