+365.7%
ALAB vs VSXY
+323.0%
+42.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.9% | -10.8% | -8.1% |
| 7D | +3.2% | -6.8% | +10.0% | +4.8% |
| 30D | -13.6% | -20.4% | +6.8% | -8.3% |
| 3M | -16.6% | +2.9% | -19.5% | -18.5% |
| 6M | +142.3% | +67.9% | +74.4% | +98.2% |
| YTD | +73.6% | +44.9% | +28.8% | +46.3% |
| 1Y | +33.7% | +205.9% | -172.3% | -12.1% |
| All | +365.7% | +323.0% | +42.6% | +172.6% |
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