-24.5%
XYL vs VSXY
+224.6%
-249.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.2% |
| 7D | -5.0% | -14.0% | +8.9% | -4.0% |
| 30D | -13.2% | -15.9% | +2.7% | -12.2% |
| 3M | -3.7% | +3.4% | -7.1% | -4.3% |
| 6M | -17.7% | +25.9% | -43.6% | -20.6% |
| YTD | -21.5% | +39.5% | -61.0% | -24.8% |
| 1Y | -24.5% | +194.4% | -218.8% | -33.8% |
| All | -24.5% | +224.6% | -249.1% | -33.8% |
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