-12.6%
ALLY vs VSXY
+93.0%
-105.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | +5.2% | +20.1% | -14.9% | +1.0% |
| 3M | -13.3% | +16.6% | -29.9% | -16.8% |
| 6M | -6.7% | +134.9% | -141.6% | -26.2% |
| YTD | -12.8% | +96.0% | -108.8% | -28.8% |
| 1Y | +0.7% | +203.8% | -203.1% | -26.9% |
| 3Y | +65.2% | +465.3% | -400.1% | -9.3% |
| 5Y | -10.1% | +106.3% | -116.5% | -37.0% |
| All | -12.6% | +93.0% | -105.6% | -38.4% |
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