+43.9%
T vs VSXY
+93.0%
-49.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +2.5% | -1.7% | +4.3% | +2.6% |
| 30D | -3.8% | +20.1% | -23.9% | -4.3% |
| 3M | -8.7% | +16.6% | -25.3% | -9.3% |
| 6M | -8.1% | +134.9% | -143.1% | -10.9% |
| YTD | -6.4% | +96.0% | -102.4% | -9.0% |
| 1Y | -9.8% | +203.8% | -213.5% | -13.8% |
| 3Y | +65.5% | +465.3% | -399.8% | +48.8% |
| 5Y | +57.0% | +106.3% | -49.4% | +48.5% |
| All | +43.9% | +93.0% | -49.1% | +36.0% |
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