+0.2%
ALLY vs VSXY
+21.5%
-21.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -4.2% |
| 7D | +1.0% | -6.8% | +7.8% | +2.3% |
| 30D | -3.3% | -20.4% | +17.1% | +1.3% |
| 3M | +0.5% | +2.9% | -2.4% | -1.2% |
| 6M | +12.6% | +67.9% | -55.3% | -5.1% |
| YTD | -4.7% | +44.9% | -49.5% | -17.3% |
| 1Y | +5.2% | +205.9% | -200.7% | -26.6% |
| 3Y | +66.5% | +373.9% | -307.4% | -12.2% |
| 5Y | +0.2% | +23.5% | -23.2% | -22.6% |
| All | +0.2% | +21.5% | -21.3% | -22.6% |
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