+55.0%
ACWI vs VSXY
+110.3%
-55.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -2.4% | +11.8% | -14.2% | -3.4% |
| 30D | -5.2% | +25.9% | -31.1% | -7.4% |
| 3M | -4.8% | +15.5% | -20.4% | -6.5% |
| 6M | -1.3% | +109.7% | -111.0% | -9.9% |
| YTD | +8.4% | +99.5% | -91.1% | -1.2% |
| 1Y | +11.0% | +197.5% | -186.5% | -3.6% |
| 3Y | +70.6% | +453.3% | -382.7% | +29.6% |
| All | +55.0% | +110.3% | -55.3% | +33.9% |
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 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