-56.3%
Z vs VSXY
+110.3%
-166.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.8% |
| 7D | -4.6% | +11.8% | -16.4% | -6.5% |
| 30D | +8.3% | +25.9% | -17.6% | +3.4% |
| 3M | -11.6% | +15.5% | -27.1% | -14.7% |
| 6M | -33.6% | +109.7% | -143.4% | -45.3% |
| YTD | -56.7% | +99.5% | -156.1% | -64.2% |
| 1Y | -59.1% | +197.5% | -256.6% | -69.5% |
| 3Y | -20.4% | +453.3% | -473.6% | -54.2% |
| All | -56.3% | +110.3% | -166.6% | -67.1% |
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 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