+65.2%
ALAB vs VSXY
+224.6%
-159.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.1% | +9.1% |
| 7D | +7.2% | -14.0% | +21.2% | +11.1% |
| 30D | -2.5% | -15.9% | +13.4% | +1.3% |
| 3M | -13.3% | +3.4% | -16.7% | -15.5% |
| 6M | +172.8% | +25.9% | +146.9% | +143.8% |
| YTD | +86.6% | +39.5% | +47.1% | +57.3% |
| 1Y | +65.2% | +194.4% | -129.2% | +13.2% |
| All | +65.2% | +224.6% | -159.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling