+80.8%
AZO vs VSXY
+37.5%
+43.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -5.6% | -18.7% | +13.1% | -4.8% |
| 3M | -6.6% | -4.0% | -2.7% | -6.6% |
| 6M | -22.5% | +67.5% | -90.0% | -24.7% |
| YTD | -15.2% | +39.7% | -54.8% | -17.1% |
| 1Y | -33.9% | +180.0% | -213.9% | -37.8% |
| 3Y | +11.8% | +337.3% | -325.5% | -1.4% |
| 5Y | +85.5% | +22.7% | +62.9% | +78.8% |
| All | +80.8% | +37.5% | +43.2% | +72.5% |
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