-6.9%
IDXX vs VSXY
+199.6%
-206.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.8% |
| 7D | +16.4% | +7.2% | +9.2% | +16.0% |
| 30D | +30.1% | +24.9% | +5.2% | +28.7% |
| 3M | +14.7% | +18.3% | -3.6% | +13.6% |
| 6M | +19.1% | +109.4% | -90.3% | +14.5% |
| YTD | -0.9% | +96.3% | -97.1% | -4.5% |
| 1Y | -6.9% | +184.0% | -190.9% | -13.1% |
| All | -6.9% | +199.6% | -206.5% | -13.1% |
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