+77.8%
VSXY vs BUD
+26.9%
+50.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| 3M | +3.4% | +3.1% | +0.3% | +1.8% |
| 6M | +25.9% | +7.9% | +18.0% | +21.7% |
| YTD | +39.5% | +27.3% | +12.2% | +24.8% |
| 1Y | +194.4% | +37.8% | +156.5% | +154.2% |
| 3Y | +281.4% | +49.8% | +231.6% | +202.5% |
| 5Y | +12.8% | +43.8% | -31.1% | -12.0% |
| All | +77.8% | +26.9% | +50.9% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling