+53.9%
RSP vs VSXY
+369.6%
-315.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | -0.4% | -6.8% | +6.4% | 0.0% |
| 30D | -1.5% | -20.4% | +18.8% | 0.0% |
| 3M | +4.8% | +2.9% | +1.9% | +4.2% |
| 6M | +10.3% | +67.9% | -57.7% | +4.4% |
| YTD | +14.1% | +44.9% | -30.8% | +9.0% |
| 1Y | +17.0% | +205.9% | -188.9% | +4.1% |
| All | +53.9% | +369.6% | -315.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling