+190.8%
EQT vs VSXY
+22.6%
+168.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.8% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | 0.0% | -18.7% | +18.7% | +1.4% |
| 3M | +5.9% | -4.0% | +9.9% | +6.0% |
| 6M | -14.8% | +67.5% | -82.3% | -19.6% |
| YTD | +1.8% | +39.7% | -37.9% | -2.8% |
| 1Y | +7.4% | +180.0% | -172.6% | -4.8% |
| 3Y | +33.6% | +337.3% | -303.7% | +3.3% |
| All | +190.8% | +22.6% | +168.1% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling