+131.1%
ADI vs VSXY
+15.5%
+115.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.5% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -6.0% | -22.1% | +16.1% | -2.1% |
| 3M | -7.7% | -1.1% | -6.6% | -8.3% |
| 6M | +14.0% | +53.8% | -39.9% | +2.6% |
| YTD | +34.4% | +35.5% | -1.1% | +23.0% |
| 1Y | +48.0% | +186.0% | -138.1% | +17.0% |
| 3Y | +113.3% | +343.2% | -229.9% | +40.7% |
| 5Y | +131.1% | +19.0% | +112.1% | +99.1% |
| All | +131.1% | +15.5% | +115.6% | +99.1% |
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 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