+52.1%
XLU vs VSXY
+37.5%
+14.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -3.3% | -18.7% | +15.4% | -2.6% |
| 3M | -3.2% | -4.0% | +0.8% | -3.2% |
| 6M | -7.0% | +67.5% | -74.4% | -9.5% |
| YTD | +0.6% | +39.7% | -39.0% | -1.6% |
| 1Y | +2.4% | +180.0% | -177.5% | -3.1% |
| 3Y | +46.3% | +337.3% | -291.0% | +32.1% |
| 5Y | +44.0% | +22.7% | +21.3% | +35.5% |
| All | +52.1% | +37.5% | +14.6% | +43.4% |
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