+124.8%
AAPL vs VSXY
+15.5%
+109.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.6% | +3.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +7.1% | -22.1% | +29.2% | +10.2% |
| 3M | +12.1% | -1.1% | +13.2% | +11.6% |
| 6M | +25.4% | +53.8% | -28.4% | +15.8% |
| YTD | +20.5% | +35.5% | -15.0% | +12.5% |
| 1Y | +44.5% | +186.0% | -141.5% | +19.9% |
| 3Y | +85.8% | +343.2% | -257.4% | +32.6% |
| 5Y | +124.8% | +19.0% | +105.7% | +100.2% |
| All | +124.8% | +15.5% | +109.2% | +100.2% |
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