+42.7%
XLB vs VSXY
+37.4%
+5.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -1.4% | -14.0% | +12.6% | +0.1% |
| 30D | -0.4% | -15.9% | +15.5% | +1.3% |
| 3M | +2.0% | +3.4% | -1.4% | +1.2% |
| 6M | +1.8% | +25.9% | -24.1% | -2.4% |
| YTD | +16.6% | +39.5% | -22.9% | +10.0% |
| 1Y | +16.9% | +194.4% | -177.4% | +0.4% |
| 3Y | +32.6% | +281.4% | -248.9% | +3.6% |
| 5Y | +35.6% | +12.8% | +22.9% | +19.3% |
| All | +42.7% | +37.4% | +5.4% | +24.5% |
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 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