+48.6%
XLP vs VSXY
+99.7%
-51.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -0.5% | +0.8% | -1.4% | -0.6% |
| 30D | +8.3% | +24.0% | -15.7% | +7.4% |
| 3M | +8.7% | +16.7% | -8.0% | +7.9% |
| 6M | +11.2% | +138.6% | -127.4% | +6.6% |
| YTD | +20.0% | +102.8% | -82.8% | +15.6% |
| 1Y | +21.3% | +214.2% | -192.8% | +14.4% |
| 3Y | +43.8% | +461.4% | -417.5% | +28.0% |
| 5Y | +43.3% | +118.3% | -75.0% | +33.7% |
| All | +48.6% | +99.7% | -51.1% | +38.0% |
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 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