+56.5%
EAT vs VSXY
+67.0%
-10.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -3.1% |
| 7D | -6.8% | -10.7% | +3.9% | -6.5% |
| 30D | -5.4% | -24.3% | +18.9% | -4.5% |
| 3M | +42.8% | +1.0% | +41.7% | +42.6% |
| 6M | +56.5% | +57.4% | -0.8% | +48.9% |
| All | +56.5% | +67.0% | -10.5% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling