-19.6%
LUV vs VSXY
+37.5%
-57.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -12.4% | -18.7% | +6.3% | -9.4% |
| 3M | -11.0% | -4.0% | -7.0% | -11.0% |
| 6M | -5.0% | +67.5% | -72.5% | -16.2% |
| YTD | -3.8% | +39.7% | -43.4% | -12.3% |
| 1Y | +25.9% | +180.0% | -154.1% | +0.5% |
| 3Y | +42.2% | +337.3% | -295.0% | -3.8% |
| 5Y | -10.8% | +22.7% | -33.4% | -27.5% |
| All | -19.6% | +37.5% | -57.1% | -35.5% |
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