+25.3%
APD vs VSXY
+19.3%
+6.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | -4.6% | -10.7% | +6.1% | -3.9% |
| 30D | -4.2% | -24.3% | +20.1% | -2.4% |
| 3M | +5.0% | +1.0% | +4.0% | +4.6% |
| 6M | +8.9% | +57.4% | -48.4% | +3.8% |
| YTD | +21.9% | +39.8% | -17.9% | +16.8% |
| 1Y | +5.6% | +196.5% | -190.9% | -6.6% |
| 3Y | +6.9% | +357.2% | -350.4% | -14.3% |
| 5Y | +25.3% | +18.9% | +6.5% | +14.4% |
| All | +25.3% | +19.3% | +6.0% | +14.4% |
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