+101.8%
EFV vs VSXY
+42.7%
+59.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.5% | -1.0% |
| 7D | +1.0% | -6.8% | +7.8% | +1.4% |
| 30D | +0.2% | -20.4% | +20.5% | +1.7% |
| 3M | +9.6% | +2.9% | +6.7% | +9.0% |
| 6M | +14.0% | +67.9% | -53.9% | +8.1% |
| YTD | +18.5% | +44.9% | -26.4% | +13.2% |
| 1Y | +27.9% | +205.9% | -178.0% | +14.3% |
| 3Y | +92.4% | +373.9% | -281.4% | +57.0% |
| 5Y | +97.2% | +23.5% | +73.7% | +79.6% |
| All | +101.8% | +42.7% | +59.2% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling