+20.3%
UL vs VSXY
+352.7%
-332.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.5% | -18.7% | +19.2% | +0.7% |
| 3M | +7.2% | -4.0% | +11.2% | +7.3% |
| 6M | -3.1% | +67.5% | -70.5% | -3.3% |
| YTD | -2.7% | +39.7% | -42.4% | -2.9% |
| 1Y | -10.2% | +180.0% | -190.2% | -10.6% |
| 3Y | +20.3% | +337.3% | -317.0% | +17.3% |
| All | +20.3% | +352.7% | -332.5% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling