+67.9%
ACWI vs VSXY
+106.4%
-38.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +2.1% |
| 7D | +0.3% | +15.2% | -14.9% | -1.0% |
| 30D | -2.8% | +37.0% | -39.8% | -5.7% |
| 3M | -3.2% | +15.2% | -18.4% | -4.7% |
| 6M | +1.3% | +136.3% | -135.0% | -8.2% |
| YTD | +11.2% | +109.6% | -98.3% | +1.4% |
| 1Y | +13.8% | +223.7% | -209.9% | -1.3% |
| 3Y | +76.2% | +516.3% | -440.1% | +35.2% |
| 5Y | +59.5% | +125.1% | -65.7% | +36.0% |
| All | +67.9% | +106.4% | -38.5% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling