-31.0%
EFX vs VSXY
+37.5%
-68.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.2% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -6.1% | -18.7% | +12.6% | -3.8% |
| 3M | +6.2% | -4.0% | +10.2% | +6.3% |
| 6M | -11.2% | +67.5% | -78.7% | -18.9% |
| YTD | -21.4% | +39.7% | -61.1% | -26.8% |
| 1Y | -34.3% | +180.0% | -214.3% | -45.3% |
| 3Y | -12.5% | +337.3% | -349.8% | -37.0% |
| 5Y | -35.6% | +22.7% | -58.2% | -45.3% |
| All | -31.0% | +37.5% | -68.5% | -42.2% |
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