+272.3%
ALAB vs VSXY
+492.2%
-220.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.5% |
| 30D | -28.8% | +24.0% | -52.8% | -33.1% |
| 3M | -26.0% | +16.7% | -42.7% | -30.0% |
| 6M | +11.4% | +138.6% | -127.3% | -17.6% |
| YTD | +38.8% | +102.8% | -64.0% | +5.6% |
| 1Y | +37.8% | +214.2% | -176.3% | -9.6% |
| All | +272.3% | +492.2% | -220.0% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling