-69.1%
XYZ vs VSXY
+37.7%
-106.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | 0.0% |
| 7D | -3.7% | -10.7% | +7.0% | -1.2% |
| 30D | +0.5% | -24.3% | +24.8% | +7.5% |
| 3M | +16.3% | +1.0% | +15.3% | +14.7% |
| 6M | +21.1% | +57.4% | -36.2% | +1.1% |
| YTD | +22.0% | +39.8% | -17.8% | +3.7% |
| 1Y | +5.2% | +196.5% | -191.3% | -31.0% |
| 3Y | +49.6% | +357.2% | -307.7% | -27.6% |
| 5Y | -68.4% | +18.9% | -87.3% | -76.9% |
| All | -69.1% | +37.7% | -106.8% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling