-40.9%
ACHR vs VSXY
+42.7%
-83.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.7% | +1.1% |
| 7D | +4.9% | -6.8% | +11.6% | +6.4% |
| 30D | +4.3% | -20.4% | +24.7% | +10.2% |
| 3M | +1.7% | +2.9% | -1.2% | +0.3% |
| 6M | -6.9% | +67.9% | -74.8% | -23.1% |
| YTD | -22.5% | +44.9% | -67.3% | -33.8% |
| 1Y | -31.5% | +205.9% | -237.4% | -54.2% |
| 3Y | -14.4% | +373.9% | -388.2% | -53.9% |
| 5Y | -41.6% | +23.5% | -65.1% | -57.5% |
| All | -40.9% | +42.7% | -83.6% | -56.9% |
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