+32.6%
USB vs VSXY
+210.1%
-177.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | +1.4% | +10.2% | -8.7% | +0.8% |
| 30D | +6.4% | +33.6% | -27.2% | +4.3% |
| 3M | -4.5% | +10.8% | -15.3% | -5.2% |
| 6M | +11.4% | +130.5% | -119.2% | +1.3% |
| YTD | +17.1% | +104.4% | -87.4% | +9.2% |
| 1Y | +32.6% | +216.5% | -183.9% | +20.4% |
| All | +32.6% | +210.1% | -177.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling