+193.8%
VLO vs VSXY
+353.1%
-159.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.8% |
| 7D | +6.2% | -10.7% | +17.0% | +6.9% |
| 30D | +23.5% | -24.3% | +47.8% | +25.5% |
| 3M | +53.9% | +1.0% | +52.8% | +53.0% |
| 6M | +81.7% | +57.4% | +24.3% | +72.9% |
| YTD | +142.5% | +39.8% | +102.7% | +132.8% |
| 1Y | +145.4% | +196.5% | -51.0% | +117.2% |
| All | +193.8% | +353.1% | -159.3% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling