-62.3%
W vs VSXY
+19.3%
-81.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.7% |
| 7D | +5.9% | -10.7% | +16.6% | +10.3% |
| 30D | -3.0% | -24.3% | +21.2% | +8.3% |
| 3M | +40.3% | +1.0% | +39.3% | +37.7% |
| 6M | +32.2% | +57.4% | -25.1% | -1.7% |
| YTD | -0.3% | +39.8% | -40.1% | -22.8% |
| 1Y | +16.2% | +196.5% | -180.3% | -40.6% |
| 3Y | +40.7% | +357.2% | -316.5% | -52.6% |
| 5Y | -62.3% | +18.9% | -81.2% | -73.5% |
| All | -62.3% | +19.3% | -81.6% | -73.5% |
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