-1.7%
XRT vs VSXY
+37.4%
-39.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.4% |
| 7D | +0.8% | -14.0% | +14.8% | +3.9% |
| 30D | -4.2% | -15.9% | +11.7% | -0.9% |
| 3M | +5.1% | +3.4% | +1.7% | +3.5% |
| 6M | +2.4% | +25.9% | -23.5% | -6.5% |
| YTD | +3.2% | +39.5% | -36.3% | -8.6% |
| 1Y | +1.5% | +194.4% | -192.8% | -26.2% |
| 3Y | +40.6% | +281.4% | -240.9% | -14.7% |
| 5Y | -1.0% | +12.8% | -13.8% | -22.9% |
| All | -1.7% | +37.4% | -39.1% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling