+90.1%
RF vs VSXY
+14.5%
+75.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +1.3% | -14.0% | +15.3% | +3.8% |
| 30D | -3.6% | -15.9% | +12.3% | -1.1% |
| 3M | +8.1% | +3.4% | +4.7% | +6.4% |
| 6M | +11.5% | +25.9% | -14.4% | +3.1% |
| YTD | +15.6% | +39.5% | -23.9% | +4.4% |
| 1Y | +15.7% | +194.4% | -178.7% | -11.6% |
| 3Y | +86.9% | +281.4% | -194.5% | +22.0% |
| All | +90.1% | +14.5% | +75.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling