+42.6%
DTE vs VSXY
+352.7%
-310.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -4.4% | -18.7% | +14.3% | -4.1% |
| 3M | -8.3% | -4.0% | -4.4% | -8.3% |
| 6M | -8.1% | +67.5% | -75.6% | -9.1% |
| YTD | +4.4% | +39.7% | -35.2% | +3.4% |
| 1Y | +0.2% | +180.0% | -179.8% | -2.0% |
| 3Y | +42.6% | +337.3% | -294.7% | +32.4% |
| All | +42.6% | +352.7% | -310.1% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling