-72.5%
Z vs VSXY
+106.4%
-178.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +2.9% |
| 7D | -5.2% | +15.2% | -20.4% | -7.4% |
| 30D | +5.7% | +37.0% | -31.3% | -0.1% |
| 3M | -8.7% | +15.2% | -23.9% | -11.6% |
| 6M | -26.0% | +136.3% | -162.3% | -39.1% |
| YTD | -55.0% | +109.6% | -164.6% | -62.4% |
| 1Y | -58.0% | +223.7% | -281.7% | -68.1% |
| 3Y | -15.2% | +516.3% | -531.5% | -48.2% |
| 5Y | -53.8% | +125.1% | -179.0% | -66.4% |
| All | -72.5% | +106.4% | -178.9% | -79.9% |
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