+60.1%
V vs VSXY
+37.4%
+22.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | -1.7% | -14.0% | +12.3% | -0.7% |
| 30D | +2.0% | -15.9% | +17.9% | +3.0% |
| 3M | +17.4% | +3.4% | +14.0% | +16.7% |
| 6M | +17.5% | +25.9% | -8.4% | +13.9% |
| YTD | +7.6% | +39.5% | -31.9% | +3.1% |
| 1Y | +7.7% | +194.4% | -186.6% | -4.0% |
| 3Y | +54.7% | +281.4% | -226.8% | +27.8% |
| 5Y | +73.0% | +12.8% | +60.3% | +56.6% |
| All | +60.1% | +37.4% | +22.7% | +47.3% |
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