-0.2%
VRSK vs VSXY
+199.6%
-199.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.4% | +9.3% | +6.8% |
| 7D | +10.9% | +7.2% | +3.7% | +11.3% |
| 30D | +28.0% | +24.9% | +3.1% | +29.5% |
| 3M | +12.3% | +18.3% | -6.0% | +13.6% |
| 6M | +17.8% | +109.4% | -91.6% | +22.9% |
| YTD | -4.7% | +96.3% | -101.0% | -0.3% |
| 1Y | -0.2% | +184.0% | -184.2% | +4.8% |
| All | -0.2% | +199.6% | -199.8% | +4.8% |
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