+1.7%
ALC vs VSXY
+474.3%
-472.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -6.3% | +0.8% | -7.1% | -6.3% |
| 30D | +12.6% | +24.0% | -11.4% | +11.2% |
| 3M | -3.8% | +16.7% | -20.5% | -4.9% |
| 6M | +16.8% | +138.6% | -121.8% | +9.1% |
| YTD | -7.6% | +102.8% | -110.4% | -12.9% |
| 1Y | -5.9% | +214.2% | -220.0% | -14.6% |
| All | +1.7% | +474.3% | -472.5% | -18.1% |
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 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