+104.9%
DE vs VSXY
+37.7%
+67.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | -3.0% | -10.7% | +7.7% | -1.9% |
| 30D | +11.1% | -24.3% | +35.4% | +14.5% |
| 3M | +17.6% | +1.0% | +16.6% | +16.8% |
| 6M | +13.6% | +57.4% | -43.8% | +5.6% |
| YTD | +46.3% | +39.8% | +6.5% | +37.2% |
| 1Y | +44.2% | +196.5% | -152.3% | +22.3% |
| 3Y | +76.6% | +357.2% | -280.7% | +31.8% |
| 5Y | +98.2% | +18.9% | +79.3% | +72.8% |
| All | +104.9% | +37.7% | +67.2% | +73.3% |
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