+34.0%
RRX vs VSXY
+37.7%
-3.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -1.8% |
| 7D | -0.7% | -10.7% | +10.0% | +1.4% |
| 30D | -8.0% | -24.3% | +16.3% | -2.8% |
| 3M | -25.1% | +1.0% | -26.1% | -26.0% |
| 6M | -18.3% | +57.4% | -75.6% | -28.4% |
| YTD | +14.2% | +39.8% | -25.6% | +1.9% |
| 1Y | +13.0% | +196.5% | -183.4% | -15.1% |
| 3Y | +4.2% | +357.2% | -353.1% | -33.2% |
| 5Y | +17.9% | +18.9% | -1.0% | -8.1% |
| All | +34.0% | +37.7% | -3.7% | +3.9% |
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