-83.8%
RUN vs VSXY
+37.5%
-121.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -13.0% | -18.7% | +5.7% | -7.7% |
| 3M | -31.8% | -4.0% | -27.8% | -31.6% |
| 6M | -32.2% | +67.5% | -99.7% | -46.1% |
| YTD | -53.5% | +39.7% | -93.1% | -60.9% |
| 1Y | -46.5% | +180.0% | -226.5% | -65.7% |
| 3Y | -37.6% | +337.3% | -374.9% | -70.5% |
| 5Y | -80.9% | +22.7% | -103.5% | -86.9% |
| All | -83.8% | +37.5% | -121.4% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling