-48.9%
U vs VSXY
+93.0%
-141.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.8% |
| 7D | +2.6% | -1.7% | +4.3% | +3.0% |
| 30D | +27.6% | +20.1% | +7.4% | +20.5% |
| 3M | +15.3% | +16.6% | -1.3% | +8.7% |
| 6M | +96.4% | +134.9% | -38.5% | +39.9% |
| YTD | +19.6% | +96.0% | -76.4% | -10.4% |
| 1Y | +42.1% | +203.8% | -161.7% | -9.9% |
| 3Y | +87.5% | +465.3% | -377.8% | -19.4% |
| 5Y | -73.1% | +106.3% | -179.5% | -82.6% |
| All | -48.9% | +93.0% | -141.9% | -66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling