-59.7%
U vs VSXY
+37.4%
-97.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.8% |
| 7D | -3.8% | -14.0% | +10.2% | +0.2% |
| 30D | +17.5% | -15.9% | +33.4% | +23.0% |
| 3M | +38.7% | +3.4% | +35.3% | +35.8% |
| 6M | +104.4% | +25.9% | +78.5% | +77.4% |
| YTD | -5.7% | +39.5% | -45.2% | -21.2% |
| 1Y | +3.7% | +194.4% | -190.7% | -34.4% |
| 3Y | +12.3% | +281.4% | -269.1% | -45.9% |
| 5Y | -68.8% | +12.8% | -81.6% | -77.8% |
| All | -59.7% | +37.4% | -97.1% | -70.2% |
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