+139.6%
RY vs VSXY
+96.5%
+43.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -0.9% | +11.8% | -12.7% | -1.8% |
| 30D | +5.9% | +25.9% | -20.1% | +3.9% |
| 3M | -4.3% | +15.5% | -19.8% | -5.6% |
| 6M | +12.1% | +109.7% | -97.6% | +4.1% |
| YTD | +20.3% | +99.5% | -79.2% | +11.5% |
| 1Y | +41.0% | +197.5% | -156.5% | +25.7% |
| 3Y | +157.5% | +453.3% | -295.7% | +106.5% |
| 5Y | +123.2% | +110.3% | +12.9% | +93.2% |
| All | +139.6% | +96.5% | +43.2% | +108.0% |
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