+64.3%
XLF vs VSXY
+22.6%
+41.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.2% | -18.7% | +17.5% | +0.8% |
| 3M | +9.2% | -4.0% | +13.2% | +9.1% |
| 6M | +16.3% | +67.5% | -51.1% | +7.5% |
| YTD | +5.4% | +39.7% | -34.2% | -0.8% |
| 1Y | +7.6% | +180.0% | -172.4% | -7.9% |
| 3Y | +74.2% | +337.3% | -263.1% | +29.9% |
| All | +64.3% | +22.6% | +41.6% | +48.8% |
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