-15.0%
ALC vs VSXY
+335.0%
-350.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.2% |
| 7D | -3.7% | -6.8% | +3.1% | -3.3% |
| 30D | -3.7% | -20.4% | +16.6% | -2.6% |
| 3M | +4.6% | +2.9% | +1.7% | +4.1% |
| 6M | -14.6% | +67.9% | -82.5% | -18.5% |
| YTD | -11.9% | +44.9% | -56.7% | -15.2% |
| 1Y | -13.1% | +205.9% | -219.1% | -21.6% |
| 3Y | -15.0% | +373.9% | -388.9% | -28.6% |
| All | -15.0% | +335.0% | -350.0% | -28.6% |
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