+43.2%
AMZN vs VSXY
+37.5%
+5.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -3.9% | -18.7% | +14.7% | -1.1% |
| 3M | +6.3% | -4.0% | +10.3% | +6.5% |
| 6M | +20.8% | +67.5% | -46.7% | +7.9% |
| YTD | +11.2% | +39.7% | -28.4% | +1.7% |
| 1Y | +11.7% | +180.0% | -168.3% | -11.0% |
| 3Y | +79.4% | +337.3% | -257.8% | +19.3% |
| 5Y | +48.0% | +22.7% | +25.4% | +24.3% |
| All | +43.2% | +37.5% | +5.7% | +18.4% |
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