+67.5%
VSXY vs BG
+3.4%
+64.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.0% |
| 7D | +0.1% | +3.1% | -3.0% | +0.3% |
| 30D | -18.7% | +10.2% | -28.9% | -17.6% |
| 3M | -4.0% | -1.7% | -2.3% | -6.0% |
| 6M | +67.5% | +1.0% | +66.5% | +63.8% |
| All | +67.5% | +3.4% | +64.0% | +63.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling