-73.6%
Z vs VSXY
+99.7%
-173.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -13.1% | +0.8% | -13.9% | -13.1% |
| 30D | +5.9% | +24.0% | -18.2% | +1.9% |
| 3M | -13.7% | +16.7% | -30.4% | -16.5% |
| 6M | -27.1% | +138.6% | -165.7% | -40.2% |
| YTD | -56.8% | +102.8% | -159.6% | -63.7% |
| 1Y | -60.2% | +214.2% | -274.4% | -69.7% |
| 3Y | -19.7% | +461.4% | -481.1% | -50.0% |
| 5Y | -53.7% | +118.3% | -172.0% | -66.1% |
| All | -73.6% | +99.7% | -173.4% | -80.6% |
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