+146.2%
VSXY vs URA
+105.8%
+40.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -3.8% |
| 7D | -1.6% | +4.5% | -6.0% | -2.6% |
| 30D | +17.8% | -13.4% | +31.2% | +21.9% |
| 3M | +12.5% | -28.4% | +40.9% | +21.5% |
| 6M | +124.7% | -40.5% | +165.2% | +153.9% |
| YTD | +93.2% | -24.3% | +117.4% | +104.5% |
| 1Y | +195.6% | -28.8% | +224.5% | +216.0% |
| 3Y | +434.6% | +37.6% | +397.0% | +360.1% |
| 5Y | +103.3% | +30.7% | +72.6% | +64.3% |
| All | +146.2% | +105.8% | +40.4% | +137.2% |
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