-20.4%
Z vs VSXY
+450.7%
-471.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.7% |
| 7D | -4.6% | +11.8% | -16.4% | -6.1% |
| 30D | +8.3% | +25.9% | -17.6% | +4.5% |
| 3M | -11.6% | +15.5% | -27.1% | -14.0% |
| 6M | -33.6% | +109.7% | -143.4% | -43.0% |
| YTD | -56.7% | +99.5% | -156.1% | -62.7% |
| 1Y | -59.1% | +197.5% | -256.6% | -67.8% |
| 3Y | -20.4% | +453.3% | -473.6% | -47.1% |
| All | -20.4% | +450.7% | -471.1% | -47.1% |
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