+96.1%
RF vs VSXY
+37.4%
+58.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.5% |
| 7D | +1.3% | -14.0% | +15.3% | +3.7% |
| 30D | -3.6% | -15.9% | +12.3% | -1.2% |
| 3M | +8.1% | +3.4% | +4.7% | +6.5% |
| 6M | +11.5% | +25.9% | -14.4% | +3.5% |
| YTD | +15.6% | +39.5% | -23.9% | +4.9% |
| 1Y | +15.7% | +194.4% | -178.7% | -10.2% |
| 3Y | +86.9% | +281.4% | -194.5% | +26.1% |
| 5Y | +89.8% | +12.8% | +77.0% | +54.7% |
| All | +96.1% | +37.4% | +58.7% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling