+337.3%
VSXY vs BG
+18.0%
+319.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.4% |
| 30D | -18.7% | +10.2% | -28.9% | -19.9% |
| 3M | -4.0% | -1.7% | -2.3% | -3.9% |
| 6M | +67.5% | +1.0% | +66.5% | +66.0% |
| YTD | +39.7% | +39.9% | -0.3% | +27.5% |
| 1Y | +180.0% | +53.2% | +126.8% | +149.0% |
| 3Y | +337.3% | +16.3% | +321.0% | +357.4% |
| All | +337.3% | +18.0% | +319.3% | +357.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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