+3.1%
DTE vs VSXY
+224.6%
-221.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | +0.2% | -14.0% | +14.2% | +0.3% |
| 30D | -2.6% | -15.9% | +13.4% | -2.4% |
| 3M | -3.9% | +3.4% | -7.3% | -4.0% |
| 6M | -7.9% | +25.9% | -33.8% | -9.0% |
| YTD | +7.2% | +39.5% | -32.3% | +6.2% |
| 1Y | +3.1% | +194.4% | -191.3% | +0.5% |
| All | +3.1% | +224.6% | -221.5% | +0.5% |
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 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