+2.7%
AA vs VSXY
+15.5%
-12.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -4.1% |
| 7D | -5.4% | -0.3% | -5.0% | -5.3% |
| 30D | -10.7% | -22.1% | +11.4% | -6.0% |
| 3M | -26.2% | -1.1% | -25.0% | -26.5% |
| 6M | -20.9% | +53.8% | -74.8% | -30.6% |
| YTD | -8.6% | +35.5% | -44.1% | -17.9% |
| 1Y | +57.4% | +186.0% | -128.6% | +17.7% |
| 3Y | +77.8% | +343.2% | -265.4% | +5.9% |
| 5Y | +2.7% | +19.0% | -16.3% | -21.3% |
| All | +2.7% | +15.5% | -12.9% | -21.3% |
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