+33.9%
ECL vs VSXY
+33.4%
+0.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.1% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -4.6% | -22.1% | +17.5% | -2.5% |
| 3M | +6.0% | -1.1% | +7.1% | +5.8% |
| 6M | -3.0% | +53.8% | -56.8% | -7.9% |
| YTD | +4.0% | +35.5% | -31.5% | -0.5% |
| 1Y | +2.0% | +186.0% | -184.0% | -9.5% |
| 3Y | +53.9% | +343.2% | -289.3% | +21.9% |
| 5Y | +27.1% | +19.0% | +8.1% | +16.3% |
| All | +33.9% | +33.4% | +0.4% | +22.3% |
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