+93.1%
ALLE vs VSXY
+455.0%
-361.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +3.6% | -1.7% | +5.3% | +3.7% |
| 30D | +25.9% | +20.1% | +5.8% | +24.2% |
| 3M | +15.8% | +16.6% | -0.8% | +14.2% |
| 6M | +48.1% | +134.9% | -86.9% | +37.0% |
| YTD | +22.0% | +96.0% | -74.0% | +14.1% |
| 1Y | +18.0% | +203.8% | -185.7% | +5.8% |
| 3Y | +93.1% | +465.3% | -372.3% | +55.6% |
| All | +93.1% | +455.0% | -361.9% | +55.6% |
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 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