+45.2%
AMZN vs VSXY
+15.5%
+29.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -7.5% | -22.1% | +14.6% | -3.9% |
| 3M | +5.8% | -1.1% | +7.0% | +5.4% |
| 6M | +17.5% | +53.8% | -36.3% | +5.7% |
| YTD | +9.1% | +35.5% | -26.4% | -0.5% |
| 1Y | +9.4% | +186.0% | -176.6% | -15.0% |
| 3Y | +82.2% | +343.2% | -261.0% | +14.1% |
| 5Y | +45.2% | +19.0% | +26.2% | +29.3% |
| All | +45.2% | +15.5% | +29.7% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling