-2.3%
AGG vs VSXY
+33.4%
-35.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -1.0% | -22.1% | +21.1% | -0.8% |
| 3M | -1.3% | -1.1% | -0.1% | -1.3% |
| 6M | -2.1% | +53.8% | -55.9% | -2.5% |
| YTD | -1.2% | +35.5% | -36.7% | -1.6% |
| 1Y | -0.5% | +186.0% | -186.5% | -1.4% |
| 3Y | +12.4% | +343.2% | -330.7% | +10.7% |
| 5Y | -2.4% | +19.0% | -21.4% | -3.5% |
| All | -2.3% | +33.4% | -35.7% | -3.3% |
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