-33.2%
ALK vs VSXY
+93.0%
-126.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.8% |
| 7D | -1.2% | -1.7% | +0.6% | -0.7% |
| 30D | +7.7% | +20.1% | -12.4% | +3.5% |
| 3M | -19.0% | +16.6% | -35.6% | -22.2% |
| 6M | -0.2% | +134.9% | -135.1% | -20.9% |
| YTD | -23.5% | +96.0% | -119.5% | -36.9% |
| 1Y | -9.1% | +203.8% | -212.9% | -32.7% |
| 3Y | +12.0% | +465.3% | -453.3% | -34.0% |
| 5Y | -30.9% | +106.3% | -137.2% | -51.1% |
| All | -33.2% | +93.0% | -126.2% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling