+123.4%
AS vs VSXY
+305.5%
-182.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -4.9% | -1.7% | -3.1% | -4.5% |
| 30D | +3.9% | +20.1% | -16.2% | -0.1% |
| 3M | -9.6% | +16.6% | -26.2% | -13.1% |
| 6M | -8.7% | +134.9% | -143.6% | -27.3% |
| YTD | -19.8% | +96.0% | -115.8% | -33.9% |
| 1Y | -1.5% | +203.8% | -205.3% | -28.4% |
| All | +123.4% | +305.5% | -182.1% | +38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling