-6.3%
RMD vs VSXY
+37.4%
-43.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -5.0% | -14.0% | +9.0% | -3.9% |
| 30D | +2.2% | -15.9% | +18.1% | +3.4% |
| 3M | +17.8% | +3.4% | +14.5% | +17.2% |
| 6M | -11.3% | +25.9% | -37.2% | -14.2% |
| YTD | -4.4% | +39.5% | -43.9% | -8.6% |
| 1Y | -15.7% | +194.4% | -210.1% | -25.3% |
| 3Y | +47.7% | +281.4% | -233.7% | +21.3% |
| 5Y | -19.2% | +12.8% | -32.0% | -26.8% |
| All | -6.3% | +37.4% | -43.7% | -16.4% |
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 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