-27.9%
ALK vs VSXY
+101.4%
-129.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.2% |
| 7D | +12.9% | +10.2% | +2.8% | +10.7% |
| 30D | +5.5% | +33.6% | -28.1% | -1.1% |
| 3M | -12.1% | +10.8% | -22.9% | -14.7% |
| 6M | +1.7% | +130.5% | -128.8% | -19.0% |
| YTD | -17.4% | +104.4% | -121.9% | -32.6% |
| 1Y | -1.9% | +216.5% | -218.5% | -28.1% |
| 3Y | +21.2% | +465.9% | -444.7% | -28.6% |
| 5Y | -27.8% | +123.1% | -150.9% | -49.5% |
| All | -27.9% | +101.4% | -129.2% | -49.2% |
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