-41.1%
ACN vs VSXY
+22.6%
-63.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +2.1% | -18.7% | +20.8% | +3.7% |
| 3M | +11.1% | -4.0% | +15.1% | +11.0% |
| 6M | -6.8% | +67.5% | -74.3% | -13.4% |
| YTD | -30.0% | +39.7% | -69.7% | -33.8% |
| 1Y | -23.1% | +180.0% | -203.1% | -33.5% |
| 3Y | -40.4% | +337.3% | -377.7% | -55.2% |
| All | -41.1% | +22.6% | -63.8% | -45.4% |
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