+30.2%
XLY vs VSXY
+37.5%
-7.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -4.2% | -18.7% | +14.5% | -1.6% |
| 3M | -2.7% | -4.0% | +1.3% | -2.6% |
| 6M | -0.6% | +67.5% | -68.1% | -10.4% |
| YTD | -5.0% | +39.7% | -44.7% | -12.5% |
| 1Y | -4.1% | +180.0% | -184.1% | -21.9% |
| 3Y | +33.6% | +337.3% | -303.7% | -7.3% |
| 5Y | +28.7% | +22.7% | +6.0% | +8.1% |
| All | +30.2% | +37.5% | -7.4% | +8.1% |
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