-66.0%
W vs VSXY
+37.4%
-103.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.5% |
| 7D | -4.2% | -14.0% | +9.8% | +1.4% |
| 30D | -7.6% | -15.9% | +8.3% | -1.7% |
| 3M | +37.2% | +3.4% | +33.8% | +33.3% |
| 6M | +26.3% | +25.9% | +0.4% | +5.0% |
| YTD | -1.0% | +39.5% | -40.5% | -22.1% |
| 1Y | +20.1% | +194.4% | -174.3% | -35.8% |
| 3Y | +37.8% | +281.4% | -243.6% | -44.0% |
| 5Y | -63.7% | +12.8% | -76.4% | -75.5% |
| All | -66.0% | +37.4% | -103.4% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling