+170.1%
APA vs VSXY
+37.4%
+132.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | +0.5% | -14.0% | +14.5% | +2.3% |
| 30D | +23.4% | -15.9% | +39.3% | +25.8% |
| 3M | +12.7% | +3.4% | +9.3% | +11.6% |
| 6M | +39.4% | +25.9% | +13.5% | +31.9% |
| YTD | +79.0% | +39.5% | +39.5% | +65.7% |
| 1Y | +88.8% | +194.4% | -105.5% | +52.6% |
| 3Y | +6.4% | +281.4% | -275.1% | -24.0% |
| 5Y | +153.0% | +12.8% | +140.2% | +105.8% |
| All | +170.1% | +37.4% | +132.8% | +113.0% |
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 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