-34.5%
REPL vs VSXY
+93.0%
-127.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.2% | -1.7% | +3.0% | +1.3% |
| 30D | +92.2% | +20.1% | +72.1% | +90.2% |
| 3M | +44.1% | +16.6% | +27.5% | +42.7% |
| 6M | +313.0% | +134.9% | +178.1% | +282.9% |
| YTD | +125.2% | +96.0% | +29.2% | +110.9% |
| 1Y | +143.8% | +203.8% | -60.0% | +115.1% |
| 3Y | +104.2% | +465.3% | -361.1% | +55.9% |
| 5Y | -34.5% | +106.3% | -140.9% | -42.2% |
| All | -34.5% | +93.0% | -127.6% | -44.3% |
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