+238.9%
RL vs VSXY
+37.5%
+201.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | -14.4% | -18.7% | +4.2% | -10.6% |
| 3M | -13.6% | -4.0% | -9.6% | -13.5% |
| 6M | +0.6% | +67.5% | -66.9% | -15.1% |
| YTD | -3.6% | +39.7% | -43.3% | -15.4% |
| 1Y | +8.3% | +180.0% | -171.6% | -21.7% |
| 3Y | +204.8% | +337.3% | -132.5% | +74.6% |
| 5Y | +232.9% | +22.7% | +210.3% | +162.7% |
| All | +238.9% | +37.5% | +201.4% | +154.4% |
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