-55.9%
W vs VSXY
+106.2%
-162.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | +0.2% | -1.7% | +1.9% | +0.9% |
| 30D | +6.8% | +20.1% | -13.3% | -1.0% |
| 3M | +10.7% | +16.6% | -5.9% | +2.4% |
| 6M | +86.3% | +134.9% | -48.6% | +16.7% |
| YTD | +11.5% | +96.0% | -84.5% | -25.6% |
| 1Y | +5.1% | +203.8% | -198.7% | -44.7% |
| 3Y | +171.0% | +465.3% | -294.3% | -13.1% |
| All | -55.9% | +106.2% | -162.0% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling