-58.0%
Z vs VSXY
+217.9%
-275.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.3% | +3.4% |
| 7D | -5.2% | +15.2% | -20.4% | -6.2% |
| 30D | +5.7% | +37.0% | -31.3% | +3.3% |
| 3M | -8.7% | +15.2% | -23.9% | -9.8% |
| 6M | -26.0% | +136.3% | -162.3% | -33.5% |
| YTD | -55.0% | +109.6% | -164.6% | -59.0% |
| All | -58.0% | +217.9% | -275.9% | -63.3% |
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