+151.6%
RRC vs VSXY
+19.3%
+132.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.1% |
| 7D | -1.7% | -10.7% | +9.0% | -0.9% |
| 30D | +3.6% | -24.3% | +27.9% | +6.0% |
| 3M | +8.8% | +1.0% | +7.8% | +8.3% |
| 6M | +0.8% | +57.4% | -56.6% | -5.2% |
| YTD | +19.0% | +39.8% | -20.8% | +12.7% |
| 1Y | +22.9% | +196.5% | -173.6% | +5.4% |
| 3Y | +32.3% | +357.2% | -324.9% | -3.3% |
| 5Y | +151.6% | +18.9% | +132.7% | +118.8% |
| All | +151.6% | +19.3% | +132.3% | +118.8% |
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