-13.0%
EFX vs VSXY
+339.2%
-352.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.3% |
| 7D | -11.1% | -0.3% | -10.8% | -11.1% |
| 30D | -7.4% | -22.1% | +14.7% | -5.4% |
| 3M | +1.5% | -1.1% | +2.6% | +1.3% |
| 6M | -13.7% | +53.8% | -67.5% | -18.5% |
| YTD | -21.9% | +35.5% | -57.3% | -25.5% |
| 1Y | -30.8% | +186.0% | -216.8% | -39.6% |
| All | -13.0% | +339.2% | -352.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling