-3.3%
XRT vs VSXY
+19.3%
-22.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.8% |
| 7D | -2.4% | -10.7% | +8.3% | -0.2% |
| 30D | -6.9% | -24.3% | +17.3% | -1.2% |
| 3M | -0.4% | +1.0% | -1.4% | -1.5% |
| 6M | +2.2% | +57.4% | -55.1% | -12.1% |
| YTD | -0.7% | +39.8% | -40.5% | -12.8% |
| 1Y | -2.0% | +196.5% | -198.5% | -30.5% |
| 3Y | +41.0% | +357.2% | -316.2% | -23.6% |
| 5Y | -3.3% | +18.9% | -22.2% | -19.9% |
| All | -3.3% | +19.3% | -22.6% | -19.9% |
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 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