+71.9%
ACWI vs VSXY
+37.7%
+34.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | 0.0% | -10.7% | +10.7% | +0.9% |
| 30D | -0.6% | -24.3% | +23.7% | +1.8% |
| 3M | +4.3% | +1.0% | +3.2% | +3.8% |
| 6M | +12.7% | +57.4% | -44.7% | +6.0% |
| YTD | +13.9% | +39.8% | -25.9% | +8.0% |
| 1Y | +20.5% | +196.5% | -176.0% | +4.9% |
| 3Y | +76.5% | +357.2% | -280.7% | +38.2% |
| 5Y | +67.5% | +18.9% | +48.6% | +49.3% |
| All | +71.9% | +37.7% | +34.3% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling