-33.0%
Z vs VSXY
+324.0%
-357.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | -3.0% | -14.0% | +11.0% | -1.0% |
| 30D | -4.2% | -15.9% | +11.7% | -2.0% |
| 3M | -3.7% | +3.4% | -7.1% | -4.9% |
| 6M | -24.5% | +25.9% | -50.4% | -29.3% |
| YTD | -49.3% | +39.5% | -88.8% | -53.5% |
| 1Y | -58.7% | +194.4% | -253.0% | -67.4% |
| All | -33.0% | +324.0% | -357.0% | -51.8% |
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