-69.0%
Z vs VSXY
+37.4%
-106.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | -3.0% | -14.0% | +11.0% | -0.6% |
| 30D | -4.2% | -15.9% | +11.7% | -1.6% |
| 3M | -3.7% | +3.4% | -7.1% | -5.1% |
| 6M | -24.5% | +25.9% | -50.4% | -30.3% |
| YTD | -49.3% | +39.5% | -88.8% | -54.3% |
| 1Y | -58.7% | +194.4% | -253.0% | -68.5% |
| 3Y | -34.1% | +281.4% | -315.6% | -56.3% |
| 5Y | -64.5% | +12.8% | -77.3% | -72.1% |
| All | -69.0% | +37.4% | -106.4% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling