+157.2%
UUUU vs VSXY
+33.4%
+123.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.1% | -3.2% | -5.8% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -7.8% | -22.1% | +14.3% | -4.2% |
| 3M | -0.4% | -1.1% | +0.7% | -0.6% |
| 6M | -32.9% | +53.8% | -86.7% | -38.2% |
| YTD | -6.3% | +35.5% | -41.7% | -12.4% |
| 1Y | +7.9% | +186.0% | -178.1% | -10.8% |
| 3Y | +85.2% | +343.2% | -258.0% | +27.5% |
| 5Y | +97.0% | +19.0% | +78.0% | +73.0% |
| All | +157.2% | +33.4% | +123.7% | +113.6% |
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 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