+18.1%
RRX vs VSXY
+22.6%
-4.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | -6.1% | -18.7% | +12.5% | -2.1% |
| 3M | -23.1% | -4.0% | -19.1% | -23.2% |
| 6M | -19.5% | +67.5% | -87.0% | -31.0% |
| YTD | +16.1% | +39.7% | -23.6% | +2.9% |
| 1Y | +12.9% | +180.0% | -167.0% | -15.7% |
| 3Y | +7.9% | +337.3% | -329.3% | -32.8% |
| All | +18.1% | +22.6% | -4.5% | -8.1% |
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