+409.8%
ASX vs VSXY
+106.4%
+303.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.6% | +7.8% |
| 7D | -12.3% | +15.2% | -27.5% | -14.3% |
| 30D | -26.0% | +37.0% | -63.0% | -29.6% |
| 3M | -8.1% | +15.2% | -23.3% | -10.6% |
| 6M | +1.4% | +136.3% | -134.9% | -14.0% |
| YTD | +115.6% | +109.6% | +6.0% | +84.6% |
| 1Y | +128.0% | +223.7% | -95.7% | +80.3% |
| 3Y | +371.4% | +516.3% | -144.9% | +208.2% |
| 5Y | +469.4% | +125.1% | +344.3% | +346.4% |
| All | +409.8% | +106.4% | +303.4% | +291.5% |
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 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