+35.8%
EQT vs VSXY
+339.2%
-303.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.7% |
| 7D | -1.2% | -0.3% | -0.8% | -1.2% |
| 30D | +1.1% | -22.1% | +23.1% | +1.5% |
| 3M | +4.8% | -1.1% | +5.9% | +4.8% |
| 6M | -10.6% | +53.8% | -64.4% | -11.9% |
| YTD | +3.4% | +35.5% | -32.0% | +2.3% |
| 1Y | +8.7% | +186.0% | -177.3% | +4.5% |
| All | +35.8% | +339.2% | -303.4% | +24.2% |
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 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