-34.4%
TEAM vs VSXY
+42.7%
-77.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.8% | -7.7% |
| 7D | -5.7% | -6.8% | +1.1% | -4.8% |
| 30D | +18.3% | -20.4% | +38.7% | +23.0% |
| 3M | +80.2% | +2.9% | +77.3% | +78.4% |
| 6M | +111.0% | +67.9% | +43.1% | +82.1% |
| YTD | +8.8% | +44.9% | -36.1% | -3.9% |
| 1Y | +2.2% | +205.9% | -203.8% | -26.2% |
| 3Y | -14.6% | +373.9% | -388.5% | -51.3% |
| 5Y | -53.8% | +23.5% | -77.2% | -63.6% |
| All | -34.4% | +42.7% | -77.1% | -49.0% |
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