-67.5%
EL vs VSXY
+37.5%
-105.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | +11.1% | -18.7% | +29.8% | +15.2% |
| 3M | +10.7% | -4.0% | +14.7% | +11.0% |
| 6M | +6.9% | +67.5% | -60.6% | -5.9% |
| YTD | -6.3% | +39.7% | -45.9% | -14.9% |
| 1Y | +13.5% | +180.0% | -166.5% | -11.4% |
| 3Y | -33.1% | +337.3% | -370.3% | -56.2% |
| 5Y | -68.8% | +22.7% | -91.4% | -75.3% |
| All | -67.5% | +37.5% | -105.0% | -74.3% |
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