+337.3%
VSXY vs BTG
+94.8%
+242.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +0.1% | -3.8% | +3.9% | +0.5% |
| 30D | -18.7% | +3.6% | -22.3% | -19.1% |
| 3M | -4.0% | +32.0% | -36.0% | -7.0% |
| 6M | +67.5% | +3.4% | +64.1% | +64.9% |
| YTD | +39.7% | +20.8% | +18.9% | +35.4% |
| 1Y | +180.0% | +22.4% | +157.6% | +169.7% |
| 3Y | +337.3% | +91.7% | +245.6% | +303.6% |
| All | +337.3% | +94.8% | +242.5% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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