+65.7%
T vs VSXY
+19.2%
+46.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.6% |
| 7D | -3.1% | -10.7% | +7.6% | -2.8% |
| 30D | +4.6% | -24.3% | +28.8% | +5.5% |
| 3M | +12.2% | +1.0% | +11.2% | +12.1% |
| 6M | -6.5% | +57.4% | -63.8% | -8.3% |
| YTD | +4.9% | +39.8% | -34.9% | +3.0% |
| 1Y | -10.5% | +196.5% | -207.0% | -15.1% |
| 3Y | +104.6% | +357.2% | -252.7% | +81.2% |
| All | +65.7% | +19.2% | +46.4% | +63.2% |
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