+13.1%
ACWI vs VSXY
+202.3%
-189.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.3% |
| 7D | +2.4% | -1.7% | +4.2% | +2.5% |
| 30D | -1.7% | +20.1% | -21.8% | -2.5% |
| 3M | -3.9% | +16.6% | -20.5% | -4.7% |
| 6M | +0.8% | +134.9% | -134.1% | -4.5% |
| YTD | +11.0% | +96.0% | -85.0% | +5.9% |
| 1Y | +13.1% | +203.8% | -190.7% | +6.1% |
| All | +13.1% | +202.3% | -189.2% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling