+149.3%
RY vs VSXY
+37.4%
+111.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | +3.1% | -14.0% | +17.1% | +4.2% |
| 30D | -0.3% | -15.9% | +15.6% | +0.9% |
| 3M | +8.7% | +3.4% | +5.3% | +7.9% |
| 6M | +28.5% | +25.9% | +2.6% | +24.2% |
| YTD | +25.1% | +39.5% | -14.4% | +19.4% |
| 1Y | +46.3% | +194.4% | -148.1% | +29.8% |
| 3Y | +154.9% | +281.4% | -126.5% | +110.1% |
| 5Y | +140.3% | +12.8% | +127.5% | +115.2% |
| All | +149.3% | +37.4% | +111.9% | +122.9% |
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