+120.4%
AS vs VSXY
+188.6%
-68.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.0% |
| 7D | -4.9% | -14.0% | +9.1% | -2.0% |
| 30D | -19.6% | -15.9% | -3.7% | -16.9% |
| 3M | -14.4% | +3.4% | -17.8% | -15.5% |
| 6M | -20.1% | +25.9% | -46.0% | -26.6% |
| YTD | -20.9% | +39.5% | -60.4% | -29.7% |
| 1Y | -21.9% | +194.4% | -216.2% | -44.0% |
| All | +120.4% | +188.6% | -68.2% | +47.3% |
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