-9.2%
AKAM vs VSXY
+37.5%
-46.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -13.0% | -18.7% | +5.7% | -11.5% |
| 3M | -19.4% | -4.0% | -15.4% | -19.5% |
| 6M | +0.3% | +67.5% | -67.2% | -6.2% |
| YTD | +22.4% | +39.7% | -17.3% | +15.8% |
| 1Y | +34.8% | +180.0% | -145.1% | +17.3% |
| 3Y | +1.9% | +337.3% | -335.3% | -18.8% |
| 5Y | -4.6% | +22.7% | -27.3% | -16.7% |
| All | -9.2% | +37.5% | -46.8% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling