+15.6%
UL vs VSXY
+42.7%
-27.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.2% |
| 7D | -1.3% | -6.8% | +5.5% | -1.1% |
| 30D | +0.9% | -20.4% | +21.3% | +1.6% |
| 3M | +14.2% | +2.9% | +11.3% | +14.0% |
| 6M | -3.2% | +67.9% | -71.1% | -5.2% |
| YTD | -0.3% | +44.9% | -45.2% | -2.1% |
| 1Y | -8.8% | +205.9% | -214.7% | -13.0% |
| 3Y | +23.9% | +373.9% | -350.0% | +12.1% |
| 5Y | +21.4% | +23.5% | -2.1% | +20.0% |
| All | +15.6% | +42.7% | -27.1% | +9.7% |
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 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