+60.8%
AG vs VSXY
+42.7%
+18.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.4% |
| 7D | +4.5% | -6.8% | +11.3% | +5.1% |
| 30D | +12.9% | -20.4% | +33.2% | +15.2% |
| 3M | +20.9% | +2.9% | +18.0% | +20.4% |
| 6M | -19.5% | +67.9% | -87.5% | -24.6% |
| YTD | +24.8% | +44.9% | -20.1% | +18.6% |
| 1Y | +120.2% | +205.9% | -85.7% | +94.5% |
| 3Y | +279.0% | +373.9% | -94.8% | +207.5% |
| 5Y | +67.9% | +23.5% | +44.5% | +45.0% |
| All | +60.8% | +42.7% | +18.1% | +41.8% |
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