+226.3%
RL vs VSXY
+19.3%
+207.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.5% |
| 7D | -0.3% | -10.7% | +10.5% | +2.1% |
| 30D | -17.5% | -24.3% | +6.7% | -12.1% |
| 3M | -14.0% | +1.0% | -15.0% | -15.0% |
| 6M | -2.0% | +57.4% | -59.3% | -16.4% |
| YTD | -4.6% | +39.8% | -44.4% | -16.7% |
| 1Y | +9.5% | +196.5% | -187.0% | -23.2% |
| 3Y | +200.5% | +357.2% | -156.8% | +63.2% |
| 5Y | +226.3% | +18.9% | +207.4% | +170.9% |
| All | +226.3% | +19.3% | +207.0% | +170.9% |
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