+1,105.2%
DELL vs VSXY
+42.7%
+1,062.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.4% |
| 7D | +25.6% | -6.8% | +32.4% | +26.4% |
| 30D | +17.7% | -20.4% | +38.0% | +20.5% |
| 3M | +33.4% | +2.9% | +30.5% | +32.0% |
| 6M | +266.2% | +67.9% | +198.3% | +230.3% |
| YTD | +328.0% | +44.9% | +283.1% | +291.2% |
| 1Y | +339.6% | +205.9% | +133.7% | +248.8% |
| 3Y | +694.6% | +373.9% | +320.7% | +445.4% |
| 5Y | +1,122.0% | +23.5% | +1,098.5% | +909.7% |
| All | +1,105.2% | +42.7% | +1,062.6% | +876.5% |
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