+19.2%
UL vs VSXY
+15.5%
+3.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.3% |
| 7D | -4.1% | -0.3% | -3.7% | -4.1% |
| 30D | -1.2% | -22.1% | +20.9% | -0.5% |
| 3M | +6.0% | -1.1% | +7.1% | +6.0% |
| 6M | -5.5% | +53.8% | -59.3% | -7.1% |
| YTD | -3.3% | +35.5% | -38.8% | -4.7% |
| 1Y | -9.8% | +186.0% | -195.8% | -13.5% |
| 3Y | +20.1% | +343.2% | -323.0% | +9.4% |
| 5Y | +19.2% | +19.0% | +0.2% | +18.7% |
| All | +19.2% | +15.5% | +3.7% | +18.7% |
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