+158.5%
VSXY vs COO
-37.6%
+196.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +0.8% | -2.3% | +3.1% | +2.1% |
| 30D | +24.0% | +13.3% | +10.7% | +16.3% |
| 3M | +16.7% | -18.1% | +34.8% | +28.4% |
| 6M | +138.6% | +6.7% | +131.9% | +124.2% |
| YTD | +102.8% | -23.2% | +126.0% | +131.2% |
| 1Y | +214.2% | -12.3% | +226.4% | +233.7% |
| 3Y | +461.4% | -23.6% | +484.9% | +504.0% |
| 5Y | +118.3% | -38.7% | +157.0% | +153.6% |
| All | +158.5% | -37.6% | +196.1% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling