-62.3%
XYZ vs VSXY
+121.1%
-183.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -2.7% |
| 7D | +12.6% | +10.2% | +2.4% | +9.9% |
| 30D | +10.8% | +33.6% | -22.8% | +2.4% |
| 3M | +8.4% | +10.8% | -2.4% | +4.4% |
| 6M | +14.3% | +130.5% | -116.2% | -14.9% |
| YTD | +31.5% | +104.4% | -73.0% | -0.6% |
| 1Y | +28.1% | +216.5% | -188.4% | -17.6% |
| 3Y | +66.2% | +465.9% | -399.7% | -26.3% |
| 5Y | -62.3% | +123.1% | -185.4% | -75.0% |
| All | -62.3% | +121.1% | -183.4% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling