+99.6%
DAL vs VSXY
+37.4%
+62.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +0.1% | -14.0% | +14.1% | +3.0% |
| 30D | -13.9% | -15.9% | +2.0% | -11.3% |
| 3M | +1.1% | +3.4% | -2.3% | -0.4% |
| 6M | +26.2% | +25.9% | +0.3% | +15.7% |
| YTD | +16.4% | +39.5% | -23.1% | +4.2% |
| 1Y | +33.9% | +194.4% | -160.5% | +0.1% |
| 3Y | +93.4% | +281.4% | -188.0% | +24.9% |
| 5Y | +106.4% | +12.8% | +93.6% | +60.5% |
| All | +99.6% | +37.4% | +62.2% | +57.3% |
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