+277.2%
TER vs VSXY
+335.0%
-57.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.4% | +3.4% |
| 7D | +11.0% | -6.8% | +17.7% | +12.3% |
| 30D | -1.9% | -20.4% | +18.5% | +2.2% |
| 3M | -0.7% | +2.9% | -3.6% | -2.2% |
| 6M | +36.4% | +67.9% | -31.6% | +19.1% |
| YTD | +92.4% | +44.9% | +47.6% | +72.1% |
| 1Y | +213.5% | +205.9% | +7.6% | +143.4% |
| 3Y | +277.2% | +373.9% | -96.6% | +170.5% |
| All | +277.2% | +335.0% | -57.7% | +170.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling