-33.2%
TEAM vs VSXY
+37.5%
-70.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.5% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | +15.8% | -18.7% | +34.4% | +19.8% |
| 3M | +101.5% | -4.0% | +105.4% | +102.0% |
| 6M | +138.2% | +67.5% | +70.7% | +105.3% |
| YTD | +10.8% | +39.7% | -28.8% | -1.5% |
| 1Y | +1.7% | +180.0% | -178.3% | -25.0% |
| 3Y | -16.0% | +337.3% | -353.3% | -51.2% |
| 5Y | -52.7% | +22.7% | -75.4% | -62.5% |
| All | -33.2% | +37.5% | -70.7% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling