+25.0%
ALAB vs VSXY
+184.3%
-159.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.1% |
| 3M | -20.7% | -4.0% | -16.8% | -21.3% |
| 6M | +133.5% | +67.5% | +66.0% | +91.2% |
| YTD | +75.1% | +39.7% | +35.4% | +45.8% |
| 1Y | +25.0% | +180.0% | -154.9% | -22.0% |
| All | +25.0% | +184.3% | -159.3% | -22.0% |
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