+72.9%
ADM vs VSXY
+37.5%
+35.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +9.5% | -18.7% | +28.1% | +10.2% |
| 3M | +10.6% | -4.0% | +14.6% | +10.6% |
| 6M | +24.0% | +67.5% | -43.5% | +20.4% |
| YTD | +54.0% | +39.7% | +14.3% | +50.4% |
| 1Y | +45.3% | +180.0% | -134.7% | +36.2% |
| 3Y | +21.8% | +337.3% | -315.5% | +6.2% |
| 5Y | +66.8% | +22.7% | +44.1% | +58.0% |
| All | +72.9% | +37.5% | +35.4% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling