+3.1%
ALC vs VSXY
+37.4%
-34.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.4% |
| 7D | -2.1% | -14.0% | +11.9% | -1.0% |
| 30D | -0.1% | -15.9% | +15.8% | +1.1% |
| 3M | +5.9% | +3.4% | +2.5% | +5.3% |
| 6M | -15.9% | +25.9% | -41.8% | -18.7% |
| YTD | -10.1% | +39.5% | -49.6% | -14.1% |
| 1Y | -10.2% | +194.4% | -204.6% | -20.3% |
| 3Y | -13.6% | +281.4% | -295.0% | -28.4% |
| 5Y | -15.1% | +12.8% | -27.9% | -23.5% |
| All | +3.1% | +37.4% | -34.3% | -5.9% |
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