+384.5%
ALAB vs VSXY
+308.2%
+76.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.6% | +5.1% |
| 7D | +9.6% | -10.7% | +20.4% | +12.6% |
| 30D | -5.3% | -24.3% | +19.0% | +1.9% |
| 3M | -12.0% | +1.0% | -13.1% | -13.7% |
| 6M | +145.7% | +57.4% | +88.4% | +104.8% |
| YTD | +80.7% | +39.8% | +40.9% | +53.6% |
| 1Y | +40.1% | +196.5% | -156.4% | -7.1% |
| All | +384.5% | +308.2% | +76.3% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling