+53.9%
UBER vs VSXY
+42.7%
+11.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.3% | -4.1% |
| 7D | -2.8% | -6.8% | +4.0% | -1.9% |
| 30D | -2.5% | -20.4% | +17.8% | +0.6% |
| 3M | +4.4% | +2.9% | +1.5% | +3.6% |
| 6M | -2.7% | +67.9% | -70.6% | -12.7% |
| YTD | -10.5% | +44.9% | -55.4% | -18.2% |
| 1Y | -22.5% | +205.9% | -228.4% | -38.7% |
| 3Y | +54.8% | +373.9% | -319.0% | +0.3% |
| 5Y | +82.5% | +23.5% | +59.0% | +49.9% |
| All | +53.9% | +42.7% | +11.2% | +29.4% |
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