-31.5%
XYL vs VSXY
+210.1%
-241.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.4% | -3.4% | +4.3% |
| 7D | +14.5% | +14.2% | +0.3% | +13.4% |
| 30D | -1.3% | +21.9% | -23.2% | -2.8% |
| 3M | -17.0% | +22.1% | -39.1% | -18.4% |
| 6M | -11.3% | +116.7% | -128.0% | -17.7% |
| YTD | -25.0% | +101.1% | -126.1% | -29.6% |
| 1Y | -31.5% | +208.0% | -239.6% | -36.3% |
| All | -31.5% | +210.1% | -241.7% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling