-20.9%
RMD vs VSXY
+22.6%
-43.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -3.1% | -18.7% | +15.5% | -1.7% |
| 3M | +13.8% | -4.0% | +17.8% | +13.8% |
| 6M | -8.6% | +67.5% | -76.1% | -14.0% |
| YTD | -8.6% | +39.7% | -48.3% | -12.8% |
| 1Y | -19.7% | +180.0% | -199.7% | -28.8% |
| 3Y | +48.4% | +337.3% | -288.9% | +18.0% |
| All | -20.9% | +22.6% | -43.6% | -27.6% |
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