+122.7%
AAPL vs VSXY
+37.7%
+85.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | -3.0% | -10.7% | +7.8% | -1.8% |
| 30D | +2.3% | -24.3% | +26.6% | +5.5% |
| 3M | +8.6% | +1.0% | +7.6% | +7.9% |
| 6M | +21.6% | +57.4% | -35.8% | +12.5% |
| YTD | +16.3% | +39.8% | -23.5% | +8.7% |
| 1Y | +35.1% | +196.5% | -161.4% | +13.0% |
| 3Y | +79.4% | +357.2% | -277.9% | +31.8% |
| 5Y | +109.8% | +18.9% | +91.0% | +81.3% |
| All | +122.7% | +37.7% | +85.0% | +89.7% |
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