-24.7%
IDXX vs VSXY
+37.5%
-62.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.4% | -0.8% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | -11.5% | -18.7% | +7.1% | -9.4% |
| 3M | -9.5% | -4.0% | -5.6% | -9.4% |
| 6M | -16.0% | +67.5% | -83.4% | -23.4% |
| YTD | -25.4% | +39.7% | -65.1% | -30.6% |
| 1Y | -21.8% | +180.0% | -201.7% | -35.1% |
| 3Y | +7.0% | +337.3% | -330.2% | -23.6% |
| 5Y | -26.0% | +22.7% | -48.6% | -37.2% |
| All | -24.7% | +37.5% | -62.3% | -37.8% |
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