+337.7%
VSXY vs BUD
+44.4%
+293.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.8% |
| 7D | -10.7% | -1.3% | -9.4% | -10.4% |
| 30D | -24.3% | -6.1% | -18.1% | -22.6% |
| 3M | +1.0% | -3.8% | +4.8% | +2.4% |
| 6M | +57.4% | +8.2% | +49.2% | +54.3% |
| YTD | +39.8% | +23.6% | +16.2% | +33.0% |
| 1Y | +196.5% | +33.4% | +163.0% | +177.5% |
| All | +337.7% | +44.4% | +293.2% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling