+71.7%
TER vs VSXY
+106.2%
-34.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +14.4% | -1.7% | +16.1% | +14.9% |
| 30D | -30.6% | +20.1% | -50.7% | -33.6% |
| 3M | -39.2% | +16.6% | -55.8% | -41.9% |
| 6M | -31.3% | +134.9% | -166.2% | -46.0% |
| YTD | +29.1% | +96.0% | -66.9% | +5.3% |
| 1Y | +47.4% | +203.8% | -156.3% | +7.8% |
| 3Y | +191.2% | +465.3% | -274.1% | +66.5% |
| All | +71.7% | +106.2% | -34.5% | +27.9% |
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