+108.3%
V vs VSXY
+106.2%
+2.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +0.9% | -1.7% | +2.7% | +1.0% |
| 30D | +9.0% | +20.1% | -11.1% | +7.5% |
| 3M | +16.7% | +16.6% | +0.1% | +15.1% |
| 6M | +33.4% | +134.9% | -101.5% | +22.7% |
| YTD | +22.4% | +96.0% | -73.6% | +13.7% |
| 1Y | +27.7% | +203.8% | -176.1% | +13.4% |
| 3Y | +78.0% | +465.3% | -387.4% | +39.3% |
| All | +108.3% | +106.2% | +2.2% | +88.7% |
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