+153.0%
VLO vs VSXY
+184.3%
-31.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +18.2% | -18.7% | +36.9% | +18.1% |
| 3M | +53.3% | -4.0% | +57.3% | +53.0% |
| 6M | +70.4% | +67.5% | +3.0% | +68.8% |
| YTD | +143.4% | +39.7% | +103.7% | +143.9% |
| 1Y | +153.0% | +180.0% | -27.0% | +144.6% |
| All | +153.0% | +184.3% | -31.3% | +144.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling