+18.9%
VSXY vs COO
-44.2%
+63.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.7% | -0.1% |
| 7D | -10.7% | -9.0% | -1.8% | -6.3% |
| 30D | -24.3% | -16.8% | -7.4% | -16.5% |
| 3M | +1.0% | -7.5% | +8.5% | +4.4% |
| 6M | +57.4% | -16.3% | +73.6% | +71.9% |
| YTD | +39.8% | -22.5% | +62.3% | +60.3% |
| 1Y | +196.5% | -7.0% | +203.5% | +206.1% |
| 3Y | +357.2% | -27.5% | +384.7% | +412.8% |
| 5Y | +18.9% | -43.3% | +62.2% | +43.5% |
| All | +18.9% | -44.2% | +63.1% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling