+18.6%
ALK vs VSXY
+450.7%
-432.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +9.0% | +11.8% | -2.8% | +6.5% |
| 30D | -1.6% | +25.9% | -27.6% | -6.5% |
| 3M | -23.2% | +15.5% | -38.7% | -26.1% |
| 6M | -3.9% | +109.7% | -113.6% | -21.6% |
| YTD | -22.6% | +99.5% | -122.0% | -36.3% |
| 1Y | -5.3% | +197.5% | -202.8% | -29.5% |
| 3Y | +18.6% | +453.3% | -434.7% | -31.8% |
| All | +18.6% | +450.7% | -432.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling