-73.5%
Z vs VSXY
+96.5%
-170.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.1% | -2.7% |
| 7D | -4.6% | +11.8% | -16.4% | -6.3% |
| 30D | +8.3% | +25.9% | -17.6% | +3.9% |
| 3M | -11.6% | +15.5% | -27.1% | -14.4% |
| 6M | -33.6% | +109.7% | -143.4% | -44.1% |
| YTD | -56.7% | +99.5% | -156.1% | -63.5% |
| 1Y | -59.1% | +197.5% | -256.6% | -68.5% |
| 3Y | -20.4% | +453.3% | -473.6% | -50.4% |
| 5Y | -55.3% | +110.3% | -165.5% | -67.2% |
| All | -73.5% | +96.5% | -170.0% | -80.5% |
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