-66.7%
W vs VSXY
+33.4%
-100.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -5.6% | -22.1% | +16.5% | +3.8% |
| 3M | +41.9% | -1.1% | +43.1% | +40.6% |
| 6M | +30.2% | +53.8% | -23.6% | -0.8% |
| YTD | -2.9% | +35.5% | -38.4% | -22.8% |
| 1Y | +11.6% | +186.0% | -174.4% | -39.7% |
| 3Y | +37.0% | +343.2% | -306.2% | -48.7% |
| 5Y | -62.8% | +19.0% | -81.8% | -75.0% |
| All | -66.7% | +33.4% | -100.1% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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