+65.1%
RSP vs VSXY
+455.0%
-389.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | +2.4% | -1.7% | +4.1% | +2.5% |
| 30D | +4.3% | +20.1% | -15.8% | +2.9% |
| 3M | -0.3% | +16.6% | -16.9% | -1.7% |
| 6M | +9.8% | +134.9% | -125.1% | +1.4% |
| YTD | +16.8% | +96.0% | -79.2% | +9.0% |
| 1Y | +19.5% | +203.8% | -184.3% | +6.8% |
| 3Y | +65.1% | +465.3% | -400.2% | +34.1% |
| All | +65.1% | +455.0% | -389.8% | +34.1% |
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 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