+46.0%
XLC vs VSXY
+37.5%
+8.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +2.1% | -18.7% | +20.8% | +3.9% |
| 3M | +0.7% | -4.0% | +4.7% | +0.7% |
| 6M | -3.2% | +67.5% | -70.7% | -9.5% |
| YTD | -3.8% | +39.7% | -43.4% | -8.8% |
| 1Y | -2.0% | +180.0% | -182.0% | -14.7% |
| 3Y | +71.4% | +337.3% | -265.9% | +32.8% |
| 5Y | +40.7% | +22.7% | +18.0% | +24.4% |
| All | +46.0% | +37.5% | +8.4% | +29.9% |
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