+435.8%
APP vs VSXY
+37.4%
+398.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.5% |
| 7D | +0.9% | -14.0% | +14.9% | +4.7% |
| 30D | -23.3% | -15.9% | -7.4% | -20.2% |
| 3M | -42.6% | +3.4% | -46.0% | -43.9% |
| 6M | -33.6% | +25.9% | -59.5% | -41.3% |
| YTD | -52.4% | +39.5% | -91.9% | -59.5% |
| 1Y | -35.9% | +194.4% | -230.2% | -57.8% |
| 3Y | +642.2% | +281.4% | +360.8% | +295.9% |
| 5Y | +311.1% | +12.8% | +298.3% | +198.5% |
| All | +435.8% | +37.4% | +398.4% | +307.0% |
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