-24.5%
ADSK vs VSXY
+22.6%
-47.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -14.9% | -18.7% | +3.8% | -12.5% |
| 3M | +3.3% | -4.0% | +7.3% | +3.5% |
| 6M | -15.7% | +67.5% | -83.1% | -24.7% |
| YTD | -28.2% | +39.7% | -67.9% | -34.5% |
| 1Y | -34.5% | +180.0% | -214.5% | -48.4% |
| 3Y | -2.9% | +337.3% | -340.2% | -38.4% |
| All | -24.5% | +22.6% | -47.1% | -32.6% |
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