-30.6%
VRSK vs VSXY
+224.6%
-255.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.4% |
| 7D | -3.1% | -14.0% | +10.9% | -3.8% |
| 30D | -1.6% | -15.9% | +14.3% | -2.4% |
| 3M | +3.5% | +3.4% | +0.1% | +4.1% |
| 6M | -13.4% | +25.9% | -39.3% | -11.1% |
| YTD | -16.5% | +39.5% | -56.0% | -13.2% |
| 1Y | -30.6% | +194.4% | -224.9% | -23.9% |
| All | -30.6% | +224.6% | -255.1% | -23.9% |
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