+2.4%
XRT vs VSXY
+93.0%
-90.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +1.7% | -1.7% | +3.5% | +2.1% |
| 30D | +7.5% | +20.1% | -12.6% | +3.2% |
| 3M | +2.2% | +16.6% | -14.4% | -1.9% |
| 6M | +14.7% | +134.9% | -120.3% | -8.9% |
| YTD | +7.5% | +96.0% | -88.5% | -11.9% |
| 1Y | +14.1% | +203.8% | -189.7% | -16.7% |
| 3Y | +58.8% | +465.3% | -406.6% | -11.4% |
| 5Y | -3.9% | +106.3% | -110.2% | -31.5% |
| All | +2.4% | +93.0% | -90.6% | -27.9% |
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