-16.4%
IDXX vs VSXY
+224.6%
-241.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.5% | +1.0% |
| 7D | -3.5% | -14.0% | +10.5% | -2.8% |
| 30D | -8.4% | -15.9% | +7.5% | -7.7% |
| 3M | -5.2% | +3.4% | -8.6% | -5.2% |
| 6M | -17.5% | +25.9% | -43.4% | -18.6% |
| YTD | -20.9% | +39.5% | -60.4% | -22.8% |
| 1Y | -16.4% | +194.4% | -210.8% | -24.1% |
| All | -16.4% | +224.6% | -241.0% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling