+79.4%
AMZN vs VSXY
+352.7%
-273.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | +1.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -3.9% | -18.7% | +14.7% | -2.1% |
| 3M | +6.3% | -4.0% | +10.3% | +6.5% |
| 6M | +20.8% | +67.5% | -46.7% | +12.5% |
| YTD | +11.2% | +39.7% | -28.4% | +5.2% |
| 1Y | +11.7% | +180.0% | -168.3% | -3.7% |
| 3Y | +79.4% | +337.3% | -257.8% | +52.0% |
| All | +79.4% | +352.7% | -273.3% | +52.0% |
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 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