-4.7%
ALLY vs VSXY
+33.4%
-38.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.5% |
| 7D | -3.3% | -0.3% | -2.9% | -3.3% |
| 30D | -4.1% | -22.1% | +18.0% | +0.8% |
| 3M | +1.4% | -1.1% | +2.5% | +0.6% |
| 6M | +14.4% | +53.8% | -39.5% | -0.7% |
| YTD | -4.9% | +35.5% | -40.4% | -15.6% |
| 1Y | +5.5% | +186.0% | -180.5% | -23.4% |
| 3Y | +66.0% | +343.2% | -277.1% | -5.4% |
| 5Y | -2.4% | +19.0% | -21.4% | -25.1% |
| All | -4.7% | +33.4% | -38.1% | -27.0% |
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