+44.0%
EAT vs VSXY
+224.6%
-180.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | 0.0% | -14.0% | +14.0% | +0.8% |
| 30D | +1.9% | -15.9% | +17.8% | +2.8% |
| 3M | +68.7% | +3.4% | +65.3% | +67.9% |
| 6M | +66.9% | +25.9% | +41.0% | +62.3% |
| YTD | +60.4% | +39.5% | +20.9% | +55.5% |
| 1Y | +44.0% | +194.4% | -150.4% | +33.7% |
| All | +44.0% | +224.6% | -180.6% | +33.7% |
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