-66.7%
XYZ vs VSXY
+101.4%
-168.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.7% |
| 7D | +12.6% | +10.2% | +2.4% | +10.0% |
| 30D | +10.8% | +33.6% | -22.8% | +2.8% |
| 3M | +8.4% | +10.8% | -2.4% | +4.6% |
| 6M | +14.3% | +130.5% | -116.2% | -13.6% |
| YTD | +31.5% | +104.4% | -73.0% | +0.9% |
| 1Y | +28.1% | +216.5% | -188.4% | -15.5% |
| 3Y | +66.2% | +465.9% | -399.7% | -21.3% |
| 5Y | -62.3% | +123.1% | -185.4% | -75.4% |
| All | -66.7% | +101.4% | -168.1% | -78.2% |
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 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