+78.6%
UUUU vs VSXY
+22.6%
+56.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.1% | -8.1% | -5.5% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | -10.5% | -18.7% | +8.2% | -7.5% |
| 3M | -14.1% | -4.0% | -10.2% | -13.9% |
| 6M | -35.5% | +67.5% | -103.0% | -41.8% |
| YTD | -10.9% | +39.7% | -50.6% | -17.7% |
| 1Y | +3.4% | +180.0% | -176.6% | -15.7% |
| 3Y | +73.1% | +337.3% | -264.2% | +14.2% |
| All | +78.6% | +22.6% | +56.0% | +76.2% |
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