+38.1%
ALNY vs VSXY
+37.5%
+0.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.2% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | -18.7% | +29.7% | +13.2% |
| 3M | -14.1% | -4.0% | -10.1% | -14.0% |
| 6M | -22.4% | +67.5% | -89.9% | -28.1% |
| YTD | -37.5% | +39.7% | -77.1% | -41.0% |
| 1Y | -46.9% | +180.0% | -226.9% | -54.3% |
| 3Y | +22.1% | +337.3% | -315.2% | -8.5% |
| 5Y | +31.2% | +22.7% | +8.5% | +17.0% |
| All | +38.1% | +37.5% | +0.5% | +20.3% |
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