-9.1%
ALK vs VSXY
+202.3%
-211.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.7% |
| 7D | -1.2% | -1.7% | +0.6% | -0.8% |
| 30D | +7.7% | +20.1% | -12.4% | +4.2% |
| 3M | -19.0% | +16.6% | -35.6% | -21.5% |
| 6M | -0.2% | +134.9% | -135.1% | -21.1% |
| YTD | -23.5% | +96.0% | -119.5% | -34.7% |
| 1Y | -9.1% | +203.8% | -212.9% | -30.0% |
| All | -9.1% | +202.3% | -211.4% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling