+31.1%
USB vs VSXY
+93.3%
-62.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | -1.5% | +7.2% | -8.7% | -2.5% |
| 30D | +4.3% | +24.9% | -20.6% | +0.8% |
| 3M | -6.1% | +18.3% | -24.4% | -8.9% |
| 6M | +9.4% | +109.4% | -100.0% | -4.9% |
| YTD | +15.2% | +96.3% | -81.1% | +0.5% |
| 1Y | +32.8% | +184.0% | -151.3% | +8.3% |
| 3Y | +91.3% | +443.0% | -351.7% | +30.0% |
| 5Y | +22.7% | +106.9% | -84.2% | -6.4% |
| All | +31.1% | +93.3% | -62.2% | -0.9% |
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