+64.8%
ALLY vs VSXY
+522.0%
-457.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.1% | +0.2% |
| 7D | -0.2% | +15.2% | -15.4% | -2.4% |
| 30D | +3.4% | +37.0% | -33.5% | -1.6% |
| 3M | -11.1% | +15.2% | -26.3% | -13.5% |
| 6M | -11.5% | +136.3% | -147.8% | -25.5% |
| YTD | -12.3% | +109.6% | -121.9% | -25.1% |
| 1Y | +1.1% | +223.7% | -222.6% | -21.1% |
| 3Y | +64.8% | +516.3% | -451.5% | +2.4% |
| All | +64.8% | +522.0% | -457.2% | +2.4% |
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 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