+157.5%
RY vs VSXY
+450.7%
-293.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -0.9% | +11.8% | -12.7% | -1.5% |
| 30D | +5.9% | +25.9% | -20.1% | +4.5% |
| 3M | -4.3% | +15.5% | -19.8% | -5.2% |
| 6M | +12.1% | +109.7% | -97.6% | +6.1% |
| YTD | +20.3% | +99.5% | -79.2% | +13.7% |
| 1Y | +41.0% | +197.5% | -156.5% | +29.4% |
| 3Y | +157.5% | +453.3% | -295.7% | +111.9% |
| All | +157.5% | +450.7% | -293.2% | +111.9% |
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