+58.8%
XRT vs VSXY
+455.0%
-396.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +1.7% | -1.7% | +3.5% | +2.0% |
| 30D | +7.5% | +20.1% | -12.6% | +4.2% |
| 3M | +2.2% | +16.6% | -14.4% | -0.9% |
| 6M | +14.7% | +134.9% | -120.3% | -4.1% |
| YTD | +7.5% | +96.0% | -88.5% | -7.7% |
| 1Y | +14.1% | +203.8% | -189.7% | -10.8% |
| 3Y | +58.8% | +465.3% | -406.6% | +1.3% |
| All | +58.8% | +455.0% | -396.2% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling