+26.5%
ECL vs VSXY
+19.3%
+7.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.8% |
| 7D | -2.7% | -10.7% | +8.0% | -1.8% |
| 30D | -4.3% | -24.3% | +20.0% | -1.8% |
| 3M | +3.2% | +1.0% | +2.2% | +2.8% |
| 6M | -2.9% | +57.4% | -60.3% | -8.4% |
| YTD | +4.3% | +39.8% | -35.5% | -0.9% |
| 1Y | +1.6% | +196.5% | -194.8% | -11.0% |
| 3Y | +54.3% | +357.2% | -303.0% | +18.3% |
| 5Y | +26.5% | +18.9% | +7.6% | +19.0% |
| All | +26.5% | +19.3% | +7.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling