+72.7%
VSXY vs URA
+186.2%
-113.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.1% |
| 7D | -0.3% | -1.5% | +1.2% | +0.1% |
| 30D | -22.1% | -0.4% | -21.7% | -22.2% |
| 3M | -1.1% | +6.3% | -7.4% | -3.3% |
| 6M | +53.8% | -14.0% | +67.8% | +58.5% |
| YTD | +35.5% | +5.3% | +30.2% | +32.6% |
| 1Y | +186.0% | +11.7% | +174.3% | +172.4% |
| 3Y | +343.2% | +109.8% | +233.4% | +242.8% |
| 5Y | +19.0% | +108.0% | -88.9% | -10.6% |
| All | +72.7% | +186.2% | -113.5% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling