-9.1%
T vs VSXY
+224.6%
-233.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -1.9% |
| 7D | -1.3% | -14.0% | +12.7% | -1.2% |
| 30D | +11.4% | -15.9% | +27.3% | +11.4% |
| 3M | +14.3% | +3.4% | +10.9% | +14.4% |
| 6M | -9.3% | +25.9% | -35.2% | -9.1% |
| YTD | +7.1% | +39.5% | -32.4% | +7.3% |
| 1Y | -9.1% | +194.4% | -203.4% | -9.6% |
| All | -9.1% | +224.6% | -233.7% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling