+2,234.3%
ALM vs VSXY
+353.1%
+1,881.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.8% |
| 7D | +3.6% | -10.7% | +14.3% | +4.7% |
| 30D | +33.8% | -24.3% | +58.1% | +37.3% |
| 3M | +14.8% | +1.0% | +13.8% | +14.1% |
| 6M | -7.0% | +57.4% | -64.3% | -12.1% |
| YTD | +108.1% | +39.8% | +68.3% | +97.8% |
| 1Y | +313.8% | +196.5% | +117.3% | +279.2% |
| All | +2,234.3% | +353.1% | +1,881.1% | +2,021.1% |
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