+258.1%
EAT vs VSXY
+37.5%
+220.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.6% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -13.6% | -18.7% | +5.1% | -10.5% |
| 3M | +33.9% | -4.0% | +37.8% | +33.8% |
| 6M | +47.2% | +67.5% | -20.3% | +28.1% |
| YTD | +48.1% | +39.7% | +8.4% | +32.8% |
| 1Y | +33.7% | +180.0% | -146.3% | +1.2% |
| 3Y | +595.8% | +337.3% | +258.5% | +316.6% |
| 5Y | +314.4% | +22.7% | +291.7% | +215.8% |
| All | +258.1% | +37.5% | +220.5% | +188.8% |
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