+78.0%
VSXY vs COO
-46.6%
+124.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +0.1% | -22.5% | +22.7% | +13.5% |
| 30D | -18.7% | -29.7% | +11.1% | -3.0% |
| 3M | -4.0% | -20.1% | +16.2% | +6.3% |
| 6M | +67.5% | -26.9% | +94.4% | +94.2% |
| YTD | +39.7% | -34.2% | +73.9% | +72.6% |
| 1Y | +180.0% | -21.3% | +201.2% | +212.8% |
| 3Y | +337.3% | -38.7% | +376.0% | +431.2% |
| 5Y | +22.7% | -52.2% | +74.9% | +54.9% |
| All | +78.0% | -46.6% | +124.6% | +132.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling