+167.8%
GOOGL vs VSXY
+42.7%
+125.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.4% |
| 7D | +1.1% | -6.8% | +7.8% | +1.7% |
| 30D | -4.4% | -20.4% | +15.9% | -2.3% |
| 3M | -6.8% | +2.9% | -9.7% | -7.4% |
| 6M | +13.6% | +67.9% | -54.4% | +5.1% |
| YTD | +8.3% | +44.9% | -36.5% | +1.5% |
| 1Y | +44.9% | +205.9% | -161.0% | +22.9% |
| 3Y | +150.5% | +373.9% | -223.4% | +87.2% |
| 5Y | +137.7% | +23.5% | +114.3% | +110.0% |
| All | +167.8% | +42.7% | +125.1% | +133.6% |
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