+33.2%
USB vs VSXY
+99.7%
-66.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.5% | +0.8% | -1.4% | -0.7% |
| 30D | +5.7% | +24.0% | -18.3% | +2.4% |
| 3M | -4.7% | +16.7% | -21.4% | -7.3% |
| 6M | +13.4% | +138.6% | -125.2% | -3.4% |
| YTD | +17.0% | +102.8% | -85.8% | +1.6% |
| 1Y | +32.4% | +214.2% | -181.8% | +6.3% |
| 3Y | +101.7% | +461.4% | -359.7% | +36.4% |
| 5Y | +24.4% | +118.3% | -93.9% | -5.6% |
| All | +33.2% | +99.7% | -66.5% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling