+171.6%
VSXY vs VO
+12.4%
+159.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.4% |
| 7D | -0.3% | -2.5% | +2.1% | +4.4% |
| 30D | -22.1% | -3.2% | -18.8% | -17.4% |
| 3M | -1.1% | +3.9% | -5.1% | -9.8% |
| 6M | +53.8% | +9.6% | +44.2% | +27.7% |
| YTD | +35.5% | +11.6% | +23.9% | +10.1% |
| All | +171.6% | +12.4% | +159.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling