+41.7%
ALLE vs VSXY
+96.5%
-54.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | -0.6% | +11.8% | -12.4% | -1.8% |
| 30D | +25.3% | +25.9% | -0.6% | +22.1% |
| 3M | +10.3% | +15.5% | -5.3% | +8.1% |
| 6M | +38.0% | +109.7% | -71.7% | +24.7% |
| YTD | +17.8% | +99.5% | -81.7% | +6.3% |
| 1Y | +13.6% | +197.5% | -183.9% | -3.0% |
| 3Y | +89.2% | +453.3% | -364.0% | +39.4% |
| 5Y | +51.1% | +110.3% | -59.2% | +25.8% |
| All | +41.7% | +96.5% | -54.8% | +16.9% |
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