+208.0%
VSXY vs COO
-7.7%
+215.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.9% | +2.5% | +5.7% |
| 7D | +14.2% | +8.4% | +5.8% | +10.2% |
| 30D | +21.9% | +13.5% | +8.4% | +15.1% |
| 3M | +22.1% | -13.8% | +35.9% | +31.2% |
| 6M | +116.7% | +4.7% | +112.0% | +101.5% |
| YTD | +101.1% | -21.4% | +122.5% | +162.7% |
| 1Y | +208.0% | -6.7% | +214.8% | +229.4% |
| All | +208.0% | -7.7% | +215.7% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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