-4.5%
XRT vs VSXY
+106.2%
-110.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.0% |
| 3M | +2.2% | +16.6% | -14.4% | -2.1% |
| 6M | +14.7% | +134.9% | -120.3% | -10.1% |
| YTD | +7.5% | +96.0% | -88.5% | -12.9% |
| 1Y | +14.1% | +203.8% | -189.7% | -18.3% |
| 3Y | +58.8% | +465.3% | -406.6% | -15.8% |
| All | -4.5% | +106.2% | -110.6% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling