-35.2%
ALK vs VSXY
+198.1%
-233.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | -3.0% | -10.7% | +7.8% | -1.1% |
| 30D | -14.6% | -24.3% | +9.7% | -10.4% |
| 3M | -10.6% | +1.0% | -11.6% | -11.4% |
| 6M | -6.7% | +57.4% | -64.1% | -18.9% |
| YTD | -19.8% | +39.8% | -59.5% | -27.3% |
| 1Y | -35.2% | +196.5% | -231.7% | -48.6% |
| All | -35.2% | +198.1% | -233.3% | -48.6% |
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