+369.5%
ALAB vs VSXY
+307.8%
+61.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.5% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -8.7% | -18.7% | +10.0% | -3.7% |
| 3M | -20.7% | -4.0% | -16.8% | -21.1% |
| 6M | +133.5% | +67.5% | +66.0% | +91.3% |
| YTD | +75.1% | +39.7% | +35.4% | +49.0% |
| 1Y | +25.0% | +180.0% | -154.9% | -15.6% |
| All | +369.5% | +307.8% | +61.7% | +177.7% |
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