-62.6%
EL vs VSXY
+93.0%
-155.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.9% |
| 7D | +1.5% | -1.7% | +3.3% | +1.8% |
| 30D | +10.0% | +20.1% | -10.1% | +6.3% |
| 3M | +28.4% | +16.6% | +11.8% | +24.4% |
| 6M | +37.1% | +134.9% | -97.9% | +13.4% |
| YTD | +7.8% | +96.0% | -88.2% | -8.1% |
| 1Y | +26.0% | +203.8% | -177.7% | -2.3% |
| 3Y | +3.8% | +465.3% | -461.5% | -34.7% |
| 5Y | -65.2% | +106.3% | -171.5% | -74.2% |
| All | -62.6% | +93.0% | -155.6% | -72.2% |
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 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