-15.9%
ACN vs VSXY
+455.0%
-470.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -3.8% | -1.7% | -2.1% | -3.8% |
| 30D | +16.5% | +20.1% | -3.6% | +15.9% |
| 3M | +41.5% | +16.6% | +24.9% | +40.7% |
| 6M | +60.1% | +134.9% | -74.9% | +53.4% |
| YTD | -3.9% | +96.0% | -99.9% | -7.1% |
| 1Y | +4.1% | +203.8% | -199.7% | -2.3% |
| 3Y | -15.9% | +465.3% | -481.2% | -23.6% |
| All | -15.9% | +455.0% | -470.8% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling