+141.8%
ADI vs VSXY
+37.7%
+104.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | +2.6% | -10.7% | +13.3% | +4.3% |
| 30D | -4.6% | -24.3% | +19.6% | -0.5% |
| 3M | -9.5% | +1.0% | -10.5% | -10.3% |
| 6M | +14.8% | +57.4% | -42.5% | +3.8% |
| YTD | +35.8% | +39.8% | -4.0% | +24.5% |
| 1Y | +48.9% | +196.5% | -147.5% | +19.1% |
| 3Y | +115.6% | +357.2% | -241.7% | +47.6% |
| 5Y | +135.1% | +18.9% | +116.2% | +93.9% |
| All | +141.8% | +37.7% | +104.1% | +96.8% |
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