+69.9%
ED vs VSXY
+15.5%
+54.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | -1.9% | -0.3% | -1.5% | -1.9% |
| 30D | +0.1% | -22.1% | +22.2% | 0.0% |
| 3M | 0.0% | -1.1% | +1.1% | 0.0% |
| 6M | -2.5% | +53.8% | -56.3% | -2.4% |
| YTD | +10.1% | +35.5% | -25.4% | +10.2% |
| 1Y | +13.6% | +186.0% | -172.4% | +13.3% |
| 3Y | +32.4% | +343.2% | -310.7% | +28.2% |
| 5Y | +69.9% | +19.0% | +50.9% | +66.6% |
| All | +69.9% | +15.5% | +54.3% | +66.6% |
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