+141.1%
RY vs VSXY
+101.4%
+39.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.4% |
| 7D | -0.6% | +10.2% | -10.8% | -1.3% |
| 30D | +6.1% | +33.6% | -27.5% | +3.7% |
| 3M | -3.4% | +10.8% | -14.2% | -4.4% |
| 6M | +12.8% | +130.5% | -117.7% | +3.9% |
| YTD | +21.0% | +104.4% | -83.4% | +12.0% |
| 1Y | +40.5% | +216.5% | -176.1% | +24.6% |
| 3Y | +159.9% | +465.9% | -306.0% | +108.1% |
| 5Y | +125.0% | +123.1% | +1.9% | +94.2% |
| All | +141.1% | +101.4% | +39.8% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling