+43.4%
AMZN vs VSXY
+42.7%
+0.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -1.2% |
| 7D | +0.8% | -6.8% | +7.6% | +1.7% |
| 30D | -6.4% | -20.4% | +14.0% | -3.3% |
| 3M | +4.8% | +2.9% | +1.9% | +3.8% |
| 6M | +20.5% | +67.9% | -47.4% | +7.7% |
| YTD | +11.3% | +44.9% | -33.5% | +1.2% |
| 1Y | +9.0% | +205.9% | -197.0% | -14.5% |
| 3Y | +85.9% | +373.9% | -288.0% | +21.5% |
| 5Y | +45.8% | +23.5% | +22.3% | +21.7% |
| All | +43.4% | +42.7% | +0.7% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling