-6.9%
ALLY vs VSXY
+125.0%
-131.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.1% | -0.2% |
| 7D | -0.2% | +15.2% | -15.4% | -3.4% |
| 30D | +3.4% | +37.0% | -33.5% | -3.8% |
| 3M | -11.1% | +15.2% | -26.3% | -14.7% |
| 6M | -11.5% | +136.3% | -147.8% | -31.0% |
| YTD | -12.3% | +109.6% | -121.9% | -30.4% |
| 1Y | +1.1% | +223.7% | -222.6% | -29.2% |
| 3Y | +64.8% | +516.3% | -451.5% | -16.9% |
| 5Y | -6.9% | +125.1% | -132.0% | -35.0% |
| All | -6.9% | +125.0% | -131.8% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling