-45.1%
ALB vs VSXY
+19.3%
-64.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -2.1% |
| 7D | -8.6% | -10.7% | +2.1% | -6.5% |
| 30D | -4.0% | -24.3% | +20.2% | +1.5% |
| 3M | -17.4% | +1.0% | -18.4% | -18.3% |
| 6M | -25.4% | +57.4% | -82.7% | -35.7% |
| YTD | -10.5% | +39.8% | -50.3% | -21.5% |
| 1Y | +75.8% | +196.5% | -120.6% | +25.7% |
| 3Y | -28.5% | +357.2% | -385.8% | -59.5% |
| 5Y | -45.1% | +18.9% | -64.0% | -54.1% |
| All | -45.1% | +19.3% | -64.4% | -54.1% |
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