+29.1%
XLV vs VSXY
+199.6%
-170.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.5% |
| 7D | +0.5% | +7.2% | -6.8% | +0.3% |
| 30D | +10.7% | +24.9% | -14.3% | +10.2% |
| 3M | +13.1% | +18.3% | -5.2% | +12.7% |
| 6M | +28.3% | +109.4% | -81.1% | +25.7% |
| YTD | +20.9% | +96.3% | -75.3% | +18.6% |
| 1Y | +29.1% | +184.0% | -155.0% | +25.3% |
| All | +29.1% | +199.6% | -170.5% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling