+72.7%
VSXY vs BTG
+68.2%
+4.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.8% |
| 7D | -0.3% | -5.5% | +5.1% | +0.2% |
| 30D | -22.1% | +6.1% | -28.2% | -22.7% |
| 3M | -1.1% | +38.6% | -39.8% | -4.8% |
| 6M | +53.8% | +0.7% | +53.1% | +51.9% |
| YTD | +35.5% | +20.3% | +15.1% | +31.1% |
| 1Y | +186.0% | +25.0% | +161.0% | +174.2% |
| 3Y | +343.2% | +97.3% | +245.9% | +295.1% |
| 5Y | +19.0% | +78.3% | -59.3% | +10.2% |
| All | +72.7% | +68.2% | +4.5% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling