-56.8%
REPL vs VSXY
+37.7%
-94.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -2.0% |
| 7D | -9.6% | -10.7% | +1.1% | -9.1% |
| 30D | +5.7% | -24.3% | +30.0% | +7.2% |
| 3M | +56.4% | +1.0% | +55.4% | +55.7% |
| 6M | +67.4% | +57.4% | +10.1% | +58.5% |
| YTD | +48.7% | +39.8% | +8.9% | +41.9% |
| 1Y | +148.3% | +196.5% | -48.2% | +114.7% |
| 3Y | -26.7% | +357.2% | -383.9% | -44.3% |
| 5Y | -54.1% | +18.9% | -73.0% | -58.3% |
| All | -56.8% | +37.7% | -94.5% | -62.5% |
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