+576.3%
VLO vs VSXY
+37.4%
+539.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +5.2% | -14.0% | +19.2% | +6.5% |
| 30D | +22.6% | -15.9% | +38.5% | +24.2% |
| 3M | +43.8% | +3.4% | +40.4% | +42.6% |
| 6M | +65.7% | +25.9% | +39.8% | +59.3% |
| YTD | +131.1% | +39.5% | +91.6% | +119.0% |
| 1Y | +143.6% | +194.4% | -50.7% | +110.7% |
| 3Y | +201.4% | +281.4% | -80.0% | +139.0% |
| 5Y | +568.9% | +12.8% | +556.1% | +487.1% |
| All | +576.3% | +37.4% | +539.0% | +462.3% |
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