+88.8%
APA vs VSXY
+106.2%
-17.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.7% | +2.5% |
| 7D | +9.6% | -1.6% | +11.2% | +9.8% |
| 30D | -0.2% | +17.8% | -18.0% | -2.5% |
| 3M | +19.8% | +12.5% | +7.4% | +17.3% |
| 6M | +30.1% | +124.7% | -94.7% | +13.3% |
| YTD | +100.4% | +93.2% | +7.3% | +76.2% |
| 1Y | +105.2% | +195.6% | -90.4% | +65.9% |
| 3Y | +44.6% | +434.6% | -390.0% | -4.7% |
| 5Y | +88.8% | +103.3% | -14.5% | +46.9% |
| All | +88.8% | +106.2% | -17.4% | +46.9% |
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