+141.8%
RY vs VSXY
+21.5%
+120.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -1.1% |
| 7D | +2.7% | -6.8% | +9.5% | +3.2% |
| 30D | -1.0% | -20.4% | +19.4% | +0.7% |
| 3M | +7.6% | +2.9% | +4.7% | +6.9% |
| 6M | +29.5% | +67.9% | -38.5% | +21.7% |
| YTD | +24.2% | +44.9% | -20.7% | +17.8% |
| 1Y | +46.4% | +205.9% | -159.5% | +28.5% |
| 3Y | +159.4% | +373.9% | -214.4% | +104.6% |
| 5Y | +141.8% | +23.5% | +118.4% | +119.7% |
| All | +141.8% | +21.5% | +120.3% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling