+22.0%
USB vs VSXY
+110.3%
-88.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | 0.0% | +11.8% | -11.8% | -1.7% |
| 30D | +5.8% | +25.9% | -20.1% | +2.0% |
| 3M | -6.0% | +15.5% | -21.5% | -8.6% |
| 6M | +7.8% | +109.7% | -102.0% | -7.0% |
| YTD | +14.6% | +99.5% | -84.9% | -1.1% |
| 1Y | +31.8% | +197.5% | -165.7% | +5.3% |
| 3Y | +91.5% | +453.3% | -361.7% | +25.5% |
| All | +22.0% | +110.3% | -88.3% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling