+92.7%
RF vs VSXY
+37.7%
+55.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | -0.1% | -10.7% | +10.6% | +1.5% |
| 30D | -4.0% | -24.3% | +20.2% | +0.2% |
| 3M | +5.6% | +1.0% | +4.6% | +4.4% |
| 6M | +13.1% | +57.4% | -44.3% | +0.9% |
| YTD | +13.6% | +39.8% | -26.2% | +3.0% |
| 1Y | +16.0% | +196.5% | -180.5% | -10.1% |
| 3Y | +90.2% | +357.2% | -267.1% | +23.1% |
| 5Y | +87.0% | +18.9% | +68.1% | +52.0% |
| All | +92.7% | +37.7% | +55.0% | +53.3% |
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