+228.2%
TER vs VSXY
+19.3%
+208.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.9% |
| 7D | +12.4% | -10.7% | +23.1% | +15.0% |
| 30D | +5.1% | -24.3% | +29.4% | +11.4% |
| 3M | +4.0% | +1.0% | +2.9% | +2.5% |
| 6M | +29.5% | +57.4% | -27.8% | +12.5% |
| YTD | +98.5% | +39.8% | +58.7% | +76.1% |
| 1Y | +234.1% | +196.5% | +37.6% | +147.6% |
| 3Y | +289.0% | +357.2% | -68.2% | +132.1% |
| 5Y | +228.2% | +18.9% | +209.3% | +176.5% |
| All | +228.2% | +19.3% | +208.9% | +176.5% |
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 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