+40.5%
RY vs VSXY
+210.1%
-169.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -0.6% | +10.2% | -10.8% | -0.9% |
| 30D | +6.1% | +33.6% | -27.5% | +5.1% |
| 3M | -3.4% | +10.8% | -14.2% | -3.7% |
| 6M | +12.8% | +130.5% | -117.7% | +7.4% |
| YTD | +21.0% | +104.4% | -83.4% | +15.6% |
| 1Y | +40.5% | +216.5% | -176.1% | +32.3% |
| All | +40.5% | +210.1% | -169.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling