-0.1%
ES vs VSXY
+210.1%
-210.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.3% | +1.8% |
| 7D | +5.3% | +14.2% | -8.9% | +4.9% |
| 30D | +8.9% | +21.9% | -12.9% | +8.3% |
| 3M | -1.9% | +22.1% | -24.1% | -2.7% |
| 6M | +3.9% | +116.7% | -112.8% | +0.5% |
| YTD | +8.3% | +101.1% | -92.9% | +4.0% |
| 1Y | -0.1% | +208.0% | -208.2% | -5.5% |
| All | -0.1% | +210.1% | -210.3% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling