+194.4%
VSXY vs BUD
+36.8%
+157.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -14.0% | +0.3% | -14.3% | -14.2% |
| 30D | -15.9% | -5.7% | -10.2% | -12.8% |
| 3M | +3.4% | +3.1% | +0.3% | +1.3% |
| 6M | +25.9% | +7.9% | +18.0% | +19.8% |
| YTD | +39.5% | +27.3% | +12.2% | +21.0% |
| 1Y | +194.4% | +37.8% | +156.5% | +145.3% |
| All | +194.4% | +36.8% | +157.5% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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