-41.3%
ALNY vs VSXY
+224.6%
-265.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.5% |
| 7D | +12.2% | -14.0% | +26.2% | +12.6% |
| 30D | +16.3% | -15.9% | +32.3% | +16.7% |
| 3M | -12.4% | +3.4% | -15.8% | -12.4% |
| 6M | -18.7% | +25.9% | -44.6% | -19.8% |
| YTD | -33.1% | +39.5% | -72.6% | -34.0% |
| 1Y | -41.3% | +194.4% | -235.7% | -42.0% |
| All | -41.3% | +224.6% | -265.9% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling