-25.1%
REPL vs VSXY
+335.0%
-360.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.6% | -1.7% |
| 7D | -5.7% | -6.8% | +1.0% | -5.8% |
| 30D | +22.5% | -20.4% | +42.8% | +22.0% |
| 3M | +64.7% | +2.9% | +61.8% | +64.8% |
| 6M | +83.0% | +67.9% | +15.1% | +80.3% |
| YTD | +52.0% | +44.9% | +7.1% | +50.9% |
| 1Y | +144.5% | +205.9% | -61.4% | +127.5% |
| 3Y | -25.1% | +373.9% | -398.9% | -29.6% |
| All | -25.1% | +335.0% | -360.0% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling