+551.9%
EME vs VSXY
+37.5%
+514.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +4.0% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -6.3% | -18.7% | +12.3% | -4.4% |
| 3M | -3.8% | -4.0% | +0.2% | -3.9% |
| 6M | +8.5% | +67.5% | -59.0% | 0.0% |
| YTD | +27.8% | +39.7% | -11.8% | +19.7% |
| 1Y | +22.2% | +180.0% | -157.8% | +4.4% |
| 3Y | +253.5% | +337.3% | -83.8% | +172.6% |
| 5Y | +578.6% | +22.7% | +556.0% | +483.8% |
| All | +551.9% | +37.5% | +514.4% | +454.9% |
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