+55.4%
ES vs VSXY
+455.0%
-399.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | +2.7% | -1.7% | +4.4% | +2.8% |
| 30D | +7.6% | +20.1% | -12.5% | +6.9% |
| 3M | +0.5% | +16.6% | -16.1% | -0.2% |
| 6M | +7.6% | +134.9% | -127.3% | +3.7% |
| YTD | +10.2% | +96.0% | -85.8% | +6.6% |
| 1Y | +1.8% | +203.8% | -201.9% | -3.1% |
| 3Y | +55.4% | +465.3% | -410.0% | +37.5% |
| All | +55.4% | +455.0% | -399.6% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling