+32.0%
Q vs VSXY
+119.3%
-87.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.2% |
| 7D | +6.6% | -10.7% | +17.3% | +8.0% |
| 30D | -6.6% | -24.3% | +17.7% | -3.3% |
| 3M | -13.2% | +1.0% | -14.2% | -14.1% |
| 6M | +9.9% | +57.4% | -47.4% | -0.8% |
| YTD | +53.9% | +39.8% | +14.2% | +41.8% |
| All | +32.0% | +119.3% | -87.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling