+32.7%
USB vs VSXY
+90.2%
-57.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.3% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +6.3% | +17.8% | -11.5% | +3.7% |
| 3M | -6.1% | +12.5% | -18.6% | -8.3% |
| 6M | +13.0% | +124.7% | -111.7% | -2.9% |
| YTD | +16.6% | +93.2% | -76.6% | +1.9% |
| 1Y | +31.1% | +195.6% | -164.5% | +6.2% |
| 3Y | +100.9% | +434.6% | -333.7% | +36.8% |
| 5Y | +24.5% | +103.3% | -78.8% | -4.8% |
| All | +32.7% | +90.2% | -57.5% | +0.5% |
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