+104.4%
DE vs VSXY
+37.5%
+66.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +9.0% | -18.7% | +27.7% | +11.4% |
| 3M | +19.1% | -4.0% | +23.1% | +19.0% |
| 6M | +14.4% | +67.5% | -53.1% | +5.5% |
| YTD | +45.9% | +39.7% | +6.3% | +36.9% |
| 1Y | +43.6% | +180.0% | -136.4% | +22.7% |
| 3Y | +75.9% | +337.3% | -261.4% | +32.2% |
| 5Y | +98.8% | +22.7% | +76.1% | +72.8% |
| All | +104.4% | +37.5% | +66.9% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling