+84.6%
VSXY vs COO
-32.9%
+117.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.7% | +6.6% | +5.3% |
| 7D | -6.8% | -2.3% | -4.5% | -5.8% |
| 30D | -20.4% | -8.8% | -11.6% | -16.5% |
| 3M | +2.9% | +1.3% | +1.6% | +1.2% |
| 6M | +67.9% | -11.6% | +79.5% | +78.0% |
| YTD | +44.9% | -17.4% | +62.3% | +60.2% |
| 1Y | +205.9% | -1.6% | +207.5% | +206.7% |
| 3Y | +373.9% | -22.6% | +396.5% | +413.6% |
| 5Y | +23.5% | -40.3% | +63.8% | +39.4% |
| All | +84.6% | -32.9% | +117.5% | +115.7% |
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