+21.5%
ADM vs VSXY
+353.1%
-331.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +2.4% |
| 7D | +1.4% | -10.7% | +12.1% | +1.4% |
| 30D | +8.2% | -24.3% | +32.5% | +8.3% |
| 3M | +8.7% | +1.0% | +7.7% | +8.7% |
| 6M | +29.1% | +57.4% | -28.3% | +28.5% |
| YTD | +53.7% | +39.8% | +13.9% | +53.1% |
| 1Y | +43.2% | +196.5% | -153.2% | +40.5% |
| All | +21.5% | +353.1% | -331.6% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling