+33.0%
USB vs VSXY
+217.9%
-184.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.5% | +2.2% |
| 7D | +0.8% | +15.2% | -14.4% | -0.2% |
| 30D | +6.8% | +37.0% | -30.2% | +4.5% |
| 3M | -3.8% | +15.2% | -19.0% | -4.8% |
| 6M | +11.7% | +136.3% | -124.6% | +1.5% |
| YTD | +17.5% | +109.6% | -92.1% | +9.3% |
| All | +33.0% | +217.9% | -184.9% | +20.6% |
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