+43.0%
RF vs VSXY
+114.1%
-71.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -0.9% | +11.8% | -12.7% | -2.8% |
| 30D | +6.0% | +25.9% | -19.9% | +1.7% |
| 3M | -8.9% | +15.5% | -24.4% | -11.8% |
| 6M | +2.3% | +109.7% | -107.4% | -13.5% |
| YTD | +7.6% | +99.5% | -91.9% | -9.1% |
| 1Y | +21.2% | +197.5% | -176.3% | -6.3% |
| 3Y | +108.5% | +453.3% | -344.7% | +28.0% |
| All | +43.0% | +114.1% | -71.1% | +10.1% |
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