+328.3%
ALM vs VSXY
+93.0%
+235.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.5% | +6.3% | +7.6% |
| 7D | +1.2% | -1.7% | +3.0% | +1.5% |
| 30D | -19.3% | +20.1% | -39.4% | -20.8% |
| 3M | -40.6% | +16.6% | -57.2% | -41.8% |
| 6M | -57.9% | +134.9% | -192.9% | -62.0% |
| YTD | -6.7% | +96.0% | -102.7% | -14.5% |
| 1Y | +20.2% | +203.8% | -183.6% | +6.4% |
| 3Y | +879.4% | +465.3% | +414.1% | +689.0% |
| 5Y | +415.3% | +106.3% | +309.0% | +352.8% |
| All | +328.3% | +93.0% | +235.3% | +260.9% |
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