-27.0%
ALK vs VSXY
+37.4%
-64.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.0% |
| 7D | -0.7% | -14.0% | +13.3% | +2.5% |
| 30D | -19.2% | -15.9% | -3.3% | -16.5% |
| 3M | -1.5% | +3.4% | -4.9% | -3.0% |
| 6M | -13.1% | +25.9% | -39.0% | -20.4% |
| YTD | -16.4% | +39.5% | -55.9% | -25.5% |
| 1Y | -33.1% | +194.4% | -227.4% | -50.4% |
| 3Y | +0.6% | +281.4% | -280.8% | -35.6% |
| 5Y | -26.4% | +12.8% | -39.2% | -43.9% |
| All | -27.0% | +37.4% | -64.4% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling