+15.7%
RF vs VSXY
+199.4%
-183.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.4% |
| 7D | +2.7% | -6.8% | +9.4% | +3.1% |
| 30D | -3.4% | -20.4% | +17.0% | -1.8% |
| 3M | +6.4% | +2.9% | +3.5% | +5.5% |
| 6M | +13.4% | +67.9% | -54.5% | +5.1% |
| YTD | +14.2% | +44.9% | -30.6% | +8.2% |
| 1Y | +15.7% | +205.9% | -190.2% | +0.5% |
| All | +15.7% | +199.4% | -183.7% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling