+53.5%
ALAB vs VSXY
+202.3%
-148.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | +16.3% | -1.7% | +18.1% | +16.9% |
| 30D | -26.1% | +20.1% | -46.2% | -29.3% |
| 3M | -31.3% | +16.6% | -47.9% | -34.4% |
| 6M | -1.0% | +134.9% | -135.9% | -23.7% |
| YTD | +33.3% | +96.0% | -62.7% | +3.0% |
| 1Y | +53.5% | +203.8% | -150.2% | -5.3% |
| All | +53.5% | +202.3% | -148.8% | -5.3% |
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 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