+39.3%
XLC vs VSXY
+15.5%
+23.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -1.7% | -0.3% | -1.3% | -1.7% |
| 30D | +0.2% | -22.1% | +22.3% | +2.5% |
| 3M | +0.7% | -1.1% | +1.8% | +0.4% |
| 6M | -4.5% | +53.8% | -58.3% | -10.4% |
| YTD | -4.7% | +35.5% | -40.2% | -9.8% |
| 1Y | -1.5% | +186.0% | -187.5% | -15.6% |
| 3Y | +72.2% | +343.2% | -270.9% | +28.4% |
| 5Y | +39.3% | +19.0% | +20.3% | +28.0% |
| All | +39.3% | +15.5% | +23.8% | +28.0% |
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