+144.8%
RY vs VSXY
+37.7%
+107.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | -0.5% | -10.7% | +10.2% | +0.3% |
| 30D | -1.9% | -24.3% | +22.4% | +0.1% |
| 3M | +5.1% | +1.0% | +4.1% | +4.6% |
| 6M | +28.2% | +57.4% | -29.2% | +21.6% |
| YTD | +22.9% | +39.8% | -16.9% | +17.3% |
| 1Y | +45.5% | +196.5% | -151.0% | +29.0% |
| 3Y | +156.7% | +357.2% | -200.5% | +107.3% |
| 5Y | +137.7% | +18.9% | +118.8% | +112.7% |
| All | +144.8% | +37.7% | +107.1% | +118.8% |
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