+373.9%
VSXY vs COO
-23.3%
+397.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +5.1% |
| 7D | -6.8% | -2.3% | -4.5% | -5.9% |
| 30D | -20.4% | -8.8% | -11.6% | -17.0% |
| 3M | +2.9% | +1.3% | +1.6% | +1.4% |
| 6M | +67.9% | -11.6% | +79.5% | +77.7% |
| YTD | +44.9% | -17.4% | +62.3% | +59.5% |
| 1Y | +205.9% | -1.6% | +207.5% | +209.2% |
| 3Y | +373.9% | -22.6% | +396.5% | +363.0% |
| All | +373.9% | -23.3% | +397.2% | +363.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling