+255.1%
TPR vs VSXY
+114.1%
+141.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | +14.2% | +11.8% | +2.4% | +11.0% |
| 30D | +17.1% | +25.9% | -8.9% | +10.4% |
| 3M | -17.7% | +15.5% | -33.3% | -21.3% |
| 6M | -10.2% | +109.7% | -119.9% | -28.7% |
| YTD | +4.9% | +99.5% | -94.6% | -16.5% |
| 1Y | +36.1% | +197.5% | -161.4% | -3.8% |
| 3Y | +416.5% | +453.3% | -36.8% | +167.7% |
| All | +255.1% | +114.1% | +141.0% | +158.7% |
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