+150.0%
GOOG vs VSXY
+37.7%
+112.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.7% |
| 7D | -1.6% | -10.7% | +9.2% | -0.5% |
| 30D | -7.7% | -24.3% | +16.6% | -5.1% |
| 3M | -9.3% | +1.0% | -10.3% | -9.7% |
| 6M | +7.4% | +57.4% | -49.9% | +0.2% |
| YTD | +4.9% | +39.8% | -34.9% | -1.3% |
| 1Y | +37.2% | +196.5% | -159.3% | +16.7% |
| 3Y | +141.6% | +357.2% | -215.6% | +81.4% |
| 5Y | +128.8% | +18.9% | +109.9% | +102.2% |
| All | +150.0% | +37.7% | +112.3% | +119.2% |
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