-6.1%
XRT vs VSXY
+33.4%
-39.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | -3.6% | -0.3% | -3.2% | -3.6% |
| 30D | -6.7% | -22.1% | +15.4% | -1.9% |
| 3M | -1.4% | -1.1% | -0.2% | -1.9% |
| 6M | +1.7% | +53.8% | -52.1% | -11.3% |
| YTD | -1.5% | +35.5% | -37.0% | -12.2% |
| 1Y | -2.5% | +186.0% | -188.5% | -28.7% |
| 3Y | +39.9% | +343.2% | -303.3% | -19.1% |
| 5Y | -2.6% | +19.0% | -21.6% | -24.0% |
| All | -6.1% | +33.4% | -39.6% | -28.2% |
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