-64.8%
Z vs VSXY
+14.5%
-79.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -3.0% | -14.0% | +11.0% | -0.4% |
| 30D | -4.2% | -15.9% | +11.7% | -1.4% |
| 3M | -3.7% | +3.4% | -7.1% | -5.2% |
| 6M | -24.5% | +25.9% | -50.4% | -30.7% |
| YTD | -49.3% | +39.5% | -88.8% | -54.7% |
| 1Y | -58.7% | +194.4% | -253.0% | -69.3% |
| 3Y | -34.1% | +281.4% | -315.6% | -58.4% |
| All | -64.8% | +14.5% | -79.3% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling