+456.6%
ASX vs VSXY
+37.4%
+419.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -0.7% | -14.0% | +13.3% | +1.5% |
| 30D | +2.0% | -15.9% | +17.9% | +4.4% |
| 3M | -1.3% | +3.4% | -4.7% | -2.8% |
| 6M | +71.4% | +25.9% | +45.5% | +60.5% |
| YTD | +135.3% | +39.5% | +95.8% | +115.2% |
| 1Y | +267.5% | +194.4% | +73.1% | +193.6% |
| 3Y | +388.5% | +281.4% | +107.1% | +244.0% |
| 5Y | +417.1% | +12.8% | +404.3% | +338.6% |
| All | +456.6% | +37.4% | +419.2% | +356.5% |
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