-31.9%
EL vs VSXY
+353.1%
-385.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.3% |
| 7D | -2.4% | -10.7% | +8.4% | -0.8% |
| 30D | +13.7% | -24.3% | +37.9% | +18.5% |
| 3M | +14.5% | +1.0% | +13.5% | +13.9% |
| 6M | +7.4% | +57.4% | -50.0% | -3.0% |
| YTD | -4.7% | +39.8% | -44.5% | -12.3% |
| 1Y | +12.9% | +196.5% | -183.5% | -10.7% |
| All | -31.9% | +353.1% | -385.1% | -53.7% |
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