+26.7%
EFV vs VSXY
+184.3%
-157.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +0.6% | -18.7% | +19.3% | +1.4% |
| 3M | +7.5% | -4.0% | +11.5% | +7.5% |
| 6M | +13.0% | +67.5% | -54.5% | +8.9% |
| YTD | +18.3% | +39.7% | -21.3% | +14.7% |
| 1Y | +26.7% | +180.0% | -153.2% | +15.0% |
| All | +26.7% | +184.3% | -157.6% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling