+181.3%
APA vs VSXY
+33.4%
+147.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.3% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +9.6% | -22.1% | +31.7% | +12.7% |
| 3M | +18.0% | -1.1% | +19.2% | +17.5% |
| 6M | +41.9% | +53.8% | -12.0% | +30.3% |
| YTD | +86.3% | +35.5% | +50.8% | +73.1% |
| 1Y | +97.9% | +186.0% | -88.1% | +60.4% |
| 3Y | +12.8% | +343.2% | -330.4% | -21.8% |
| 5Y | +177.2% | +19.0% | +158.2% | +126.3% |
| All | +181.3% | +33.4% | +147.8% | +122.5% |
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