-34.3%
REPL vs VSXY
+90.2%
-124.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.2% |
| 7D | +9.8% | -1.6% | +11.4% | +9.9% |
| 30D | +81.5% | +17.8% | +63.7% | +79.9% |
| 3M | +44.2% | +12.5% | +31.7% | +43.1% |
| 6M | +437.4% | +124.7% | +312.7% | +399.8% |
| YTD | +126.1% | +93.2% | +33.0% | +111.9% |
| 1Y | +143.1% | +195.6% | -52.5% | +115.1% |
| 3Y | +97.8% | +434.6% | -336.8% | +52.2% |
| 5Y | -34.3% | +103.3% | -137.6% | -41.9% |
| All | -34.3% | +90.2% | -124.5% | -44.0% |
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