+426.5%
ASX vs VSXY
+101.4%
+325.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +3.7% |
| 7D | -9.1% | +10.2% | -19.3% | -10.6% |
| 30D | -23.6% | +33.6% | -57.2% | -27.1% |
| 3M | -5.6% | +10.8% | -16.4% | -7.6% |
| 6M | +4.7% | +130.5% | -125.8% | -10.8% |
| YTD | +122.6% | +104.4% | +18.1% | +91.4% |
| 1Y | +133.0% | +216.5% | -83.5% | +84.9% |
| 3Y | +367.1% | +465.9% | -98.8% | +210.5% |
| 5Y | +504.7% | +123.1% | +381.6% | +375.5% |
| All | +426.5% | +101.4% | +325.1% | +305.9% |
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