+183.5%
TER vs VSXY
+37.4%
+146.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +4.9% |
| 7D | +0.6% | -14.0% | +14.6% | +3.7% |
| 30D | -8.3% | -15.9% | +7.6% | -5.5% |
| 3M | -12.2% | +3.4% | -15.6% | -13.8% |
| 6M | +17.1% | +25.9% | -8.8% | +7.7% |
| YTD | +84.7% | +39.5% | +45.2% | +65.5% |
| 1Y | +199.9% | +194.4% | +5.6% | +128.4% |
| 3Y | +232.8% | +281.4% | -48.7% | +119.7% |
| 5Y | +198.6% | +12.8% | +185.8% | +136.5% |
| All | +183.5% | +37.4% | +146.1% | +122.6% |
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