-29.9%
ADSK vs VSXY
+33.4%
-63.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.8% |
| 7D | -10.9% | -0.3% | -10.6% | -10.9% |
| 30D | -15.9% | -22.1% | +6.2% | -13.1% |
| 3M | -4.4% | -1.1% | -3.2% | -4.7% |
| 6M | -16.6% | +53.8% | -70.5% | -24.2% |
| YTD | -28.5% | +35.5% | -64.0% | -34.2% |
| 1Y | -34.6% | +186.0% | -220.7% | -48.1% |
| 3Y | -3.5% | +343.2% | -346.6% | -36.8% |
| 5Y | -25.6% | +19.0% | -44.6% | -37.8% |
| All | -29.9% | +33.4% | -63.3% | -42.2% |
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