+19.0%
VSXY vs BUD
+44.8%
-25.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -0.3% | -3.2% | +2.9% | +1.3% |
| 30D | -22.1% | -3.7% | -18.4% | -20.6% |
| 3M | -1.1% | -4.4% | +3.3% | +1.1% |
| 6M | +53.8% | +7.7% | +46.1% | +48.3% |
| YTD | +35.5% | +23.1% | +12.4% | +22.3% |
| 1Y | +186.0% | +33.6% | +152.4% | +148.1% |
| 3Y | +343.2% | +44.7% | +298.5% | +250.2% |
| 5Y | +19.0% | +44.9% | -25.9% | -7.3% |
| All | +19.0% | +44.8% | -25.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling