+15.3%
ES vs VSXY
+198.1%
-182.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.4% |
| 7D | 0.0% | -10.7% | +10.7% | +0.3% |
| 30D | -1.0% | -24.3% | +23.2% | -0.2% |
| 3M | +1.5% | +1.0% | +0.5% | +1.3% |
| 6M | -3.5% | +57.4% | -60.8% | -5.6% |
| YTD | +7.0% | +39.8% | -32.8% | +4.3% |
| 1Y | +15.3% | +196.5% | -181.2% | +10.0% |
| All | +15.3% | +198.1% | -182.8% | +10.0% |
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