+2.6%
ES vs VSXY
+37.7%
-35.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.3% |
| 7D | 0.0% | -10.7% | +10.7% | +0.4% |
| 30D | -1.0% | -24.3% | +23.2% | +0.1% |
| 3M | +1.5% | +1.0% | +0.5% | +1.3% |
| 6M | -3.5% | +57.4% | -60.8% | -6.1% |
| YTD | +7.0% | +39.8% | -32.8% | +4.4% |
| 1Y | +15.3% | +196.5% | -181.2% | +8.4% |
| 3Y | +30.2% | +357.2% | -327.0% | +16.9% |
| 5Y | -4.3% | +18.9% | -23.2% | -11.1% |
| All | +2.6% | +37.7% | -35.1% | -4.3% |
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