+18.8%
ALLE vs VSXY
+42.7%
-23.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.1% |
| 7D | +2.8% | -6.8% | +9.6% | +3.4% |
| 30D | -7.6% | -20.4% | +12.7% | -5.5% |
| 3M | +22.8% | +2.9% | +19.9% | +21.9% |
| 6M | +4.6% | +67.9% | -63.3% | -3.3% |
| YTD | -1.2% | +44.9% | -46.1% | -7.5% |
| 1Y | -9.1% | +205.9% | -215.1% | -23.3% |
| 3Y | +50.0% | +373.9% | -323.9% | +10.8% |
| 5Y | +15.2% | +23.5% | -8.2% | +0.3% |
| All | +18.8% | +42.7% | -23.8% | +1.7% |
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