+239.1%
TPR vs VSXY
+21.5%
+217.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -4.7% |
| 7D | -3.4% | -6.8% | +3.4% | -2.0% |
| 30D | -27.3% | -20.4% | -6.9% | -23.3% |
| 3M | -16.2% | +2.9% | -19.1% | -17.5% |
| 6M | -17.9% | +67.9% | -85.8% | -31.3% |
| YTD | -7.1% | +44.9% | -52.0% | -19.7% |
| 1Y | +13.6% | +205.9% | -192.3% | -21.5% |
| 3Y | +293.7% | +373.9% | -80.1% | +105.1% |
| 5Y | +239.1% | +23.5% | +215.6% | +198.0% |
| All | +239.1% | +21.5% | +217.6% | +198.0% |
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 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