+297.6%
ALM vs VSXY
+90.2%
+207.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.8% | -1.7% | -6.0% |
| 7D | -4.0% | -1.6% | -2.4% | -3.8% |
| 30D | -30.5% | +17.8% | -48.3% | -31.6% |
| 3M | -46.9% | +12.5% | -59.4% | -47.7% |
| 6M | -65.5% | +124.7% | -190.2% | -68.7% |
| YTD | -13.4% | +93.2% | -106.5% | -20.5% |
| 1Y | +9.8% | +195.6% | -185.9% | -2.6% |
| 3Y | +783.1% | +434.6% | +348.5% | +615.4% |
| 5Y | +378.3% | +103.3% | +275.0% | +321.0% |
| All | +297.6% | +90.2% | +207.3% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling