+358.8%
APP vs VSXY
+21.5%
+337.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.5% | -3.8% |
| 7D | +0.1% | -6.8% | +6.9% | +1.8% |
| 30D | -10.0% | -20.4% | +10.3% | -4.5% |
| 3M | -44.6% | +2.9% | -47.5% | -45.9% |
| 6M | -37.9% | +67.9% | -105.8% | -50.2% |
| YTD | -53.7% | +44.9% | -98.6% | -61.6% |
| 1Y | -43.0% | +205.9% | -248.9% | -64.3% |
| 3Y | +640.8% | +373.9% | +266.9% | +231.0% |
| 5Y | +358.8% | +23.5% | +335.4% | +283.0% |
| All | +358.8% | +21.5% | +337.3% | +283.0% |
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 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