-20.1%
AS vs VSXY
+19.7%
-39.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.2% |
| 7D | -4.9% | -14.0% | +9.1% | -3.1% |
| 30D | -19.6% | -15.9% | -3.7% | -17.8% |
| 3M | -14.4% | +3.4% | -17.8% | -14.7% |
| 6M | -20.1% | +25.9% | -46.0% | -21.8% |
| All | -20.1% | +19.7% | -39.8% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling