+5.2%
XYZ vs VSXY
+198.1%
-193.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -3.7% | -10.7% | +7.0% | -3.0% |
| 30D | +0.5% | -24.3% | +24.8% | +2.4% |
| 3M | +16.3% | +1.0% | +15.3% | +15.9% |
| 6M | +21.1% | +57.4% | -36.2% | +14.6% |
| YTD | +22.0% | +39.8% | -17.8% | +14.4% |
| 1Y | +5.2% | +196.5% | -191.3% | -16.4% |
| All | +5.2% | +198.1% | -193.0% | -16.4% |
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