-29.5%
ALB vs VSXY
+37.4%
-66.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.1% | -5.0% |
| 7D | -8.1% | -14.0% | +5.9% | -5.3% |
| 30D | +6.3% | -15.9% | +22.2% | +9.8% |
| 3M | -23.6% | +3.4% | -27.0% | -24.8% |
| 6M | -24.6% | +25.9% | -50.5% | -31.1% |
| YTD | -10.3% | +39.5% | -49.8% | -20.7% |
| 1Y | +61.5% | +194.4% | -132.9% | +17.8% |
| 3Y | -34.0% | +281.4% | -315.4% | -59.0% |
| 5Y | -44.6% | +12.8% | -57.4% | -56.4% |
| All | -29.5% | +37.4% | -66.9% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling