+0.6%
ES vs VSXY
+211.8%
-211.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +6.7% | +24.0% | -17.3% | +6.0% |
| 3M | +0.3% | +16.7% | -16.3% | -0.3% |
| 6M | +7.4% | +138.6% | -131.2% | +3.4% |
| YTD | +8.4% | +102.8% | -94.4% | +3.7% |
| 1Y | +0.6% | +214.2% | -213.5% | -5.7% |
| All | +0.6% | +211.8% | -211.2% | -5.7% |
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