+234.2%
EAT vs VSXY
+93.0%
+141.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -4.0% | -1.7% | -2.2% | -3.7% |
| 30D | -2.9% | +20.1% | -23.0% | -6.2% |
| 3M | -16.9% | +16.6% | -33.5% | -19.8% |
| 6M | +57.0% | +134.9% | -78.0% | +28.3% |
| YTD | +38.2% | +96.0% | -57.8% | +16.1% |
| 1Y | +69.3% | +203.8% | -134.5% | +28.1% |
| 3Y | +483.0% | +465.3% | +17.6% | +238.0% |
| 5Y | +364.1% | +106.3% | +257.8% | +237.0% |
| All | +234.2% | +93.0% | +141.2% | +152.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling