+60.4%
ESI vs VSXY
+37.5%
+22.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | 0.0% |
| 7D | -4.6% | +0.1% | -4.8% | -4.7% |
| 30D | -10.5% | -18.7% | +8.2% | -7.6% |
| 3M | -19.8% | -4.0% | -15.8% | -20.0% |
| 6M | +5.8% | +67.5% | -61.7% | -6.4% |
| YTD | +38.3% | +39.7% | -1.4% | +25.7% |
| 1Y | +31.5% | +180.0% | -148.5% | +4.3% |
| 3Y | +80.7% | +337.3% | -256.6% | +20.7% |
| 5Y | +69.4% | +22.7% | +46.8% | +38.8% |
| All | +60.4% | +37.5% | +22.8% | +30.0% |
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 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