+37.5%
DTE vs VSXY
+33.4%
+4.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -2.0% | -0.3% | -1.7% | -2.0% |
| 30D | -2.4% | -22.1% | +19.7% | -1.7% |
| 3M | -7.3% | -1.1% | -6.2% | -7.4% |
| 6M | -7.6% | +53.8% | -61.5% | -9.3% |
| YTD | +5.8% | +35.5% | -29.7% | +4.1% |
| 1Y | +2.3% | +186.0% | -183.7% | -2.0% |
| 3Y | +45.0% | +343.2% | -298.2% | +33.0% |
| 5Y | +33.2% | +19.0% | +14.2% | +27.0% |
| All | +37.5% | +33.4% | +4.1% | +30.6% |
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