+23.5%
VSXY vs RACE
+92.4%
-69.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.8% | +4.4% |
| 7D | -6.8% | -1.0% | -5.7% | -6.4% |
| 30D | -20.4% | -1.5% | -18.8% | -20.1% |
| 3M | +2.9% | +15.5% | -12.6% | -6.0% |
| 6M | +67.9% | +17.3% | +50.6% | +51.7% |
| YTD | +44.9% | +11.1% | +33.7% | +33.8% |
| 1Y | +205.9% | -14.3% | +220.2% | +224.6% |
| 3Y | +373.9% | +40.2% | +333.7% | +239.2% |
| 5Y | +23.5% | +92.6% | -69.1% | -35.9% |
| All | +23.5% | +92.4% | -69.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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