+67.7%
V vs VSXY
+19.3%
+48.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.1% |
| 7D | -2.9% | -10.7% | +7.8% | -2.2% |
| 30D | +1.9% | -24.3% | +26.1% | +3.9% |
| 3M | +13.2% | +1.0% | +12.2% | +12.7% |
| 6M | +16.7% | +57.4% | -40.6% | +10.4% |
| YTD | +5.4% | +39.8% | -34.4% | +0.5% |
| 1Y | +7.7% | +196.5% | -188.8% | -5.4% |
| 3Y | +52.0% | +357.2% | -305.3% | +18.5% |
| 5Y | +67.7% | +18.9% | +48.8% | +63.0% |
| All | +67.7% | +19.3% | +48.4% | +63.0% |
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