-1.4%
RMD vs VSXY
+93.0%
-94.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +2.1% | -1.7% | +3.8% | +2.2% |
| 30D | +2.1% | +20.1% | -18.0% | +0.6% |
| 3M | +6.2% | +16.6% | -10.4% | +4.7% |
| 6M | +19.4% | +134.9% | -115.6% | +9.8% |
| YTD | +0.5% | +96.0% | -95.5% | -6.5% |
| 1Y | -3.9% | +203.8% | -207.7% | -14.4% |
| 3Y | +72.5% | +465.3% | -392.8% | +37.5% |
| 5Y | -1.5% | +106.3% | -107.8% | -13.9% |
| All | -1.4% | +93.0% | -94.5% | -14.5% |
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