+37.8%
USB vs VSXY
+37.4%
+0.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | +1.4% | -14.0% | +15.4% | +3.5% |
| 30D | -1.3% | -15.9% | +14.6% | +0.9% |
| 3M | +15.2% | +3.4% | +11.8% | +13.8% |
| 6M | +18.8% | +25.9% | -7.1% | +11.4% |
| YTD | +21.0% | +39.5% | -18.5% | +11.3% |
| 1Y | +34.0% | +194.4% | -160.3% | +7.7% |
| 3Y | +95.3% | +281.4% | -186.1% | +39.3% |
| 5Y | +40.4% | +12.8% | +27.6% | +13.9% |
| All | +37.8% | +37.4% | +0.4% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling