+47.7%
XYZ vs VSXY
+324.0%
-276.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -1.0% | -14.0% | +13.0% | +1.5% |
| 30D | -1.7% | -15.9% | +14.2% | +0.9% |
| 3M | +16.7% | +3.4% | +13.4% | +15.3% |
| 6M | +26.9% | +25.9% | +0.9% | +17.5% |
| YTD | +27.1% | +39.5% | -12.3% | +14.1% |
| 1Y | +9.3% | +194.4% | -185.1% | -19.0% |
| All | +47.7% | +324.0% | -276.3% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling