+69.1%
ESI vs VSXY
+42.7%
+26.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.1% |
| 7D | +5.4% | -6.8% | +12.2% | +6.4% |
| 30D | -4.2% | -20.4% | +16.2% | -0.8% |
| 3M | -9.6% | +2.9% | -12.5% | -10.8% |
| 6M | +18.3% | +67.9% | -49.6% | +4.6% |
| YTD | +45.8% | +44.9% | +1.0% | +31.8% |
| 1Y | +39.2% | +205.9% | -166.8% | +8.6% |
| 3Y | +86.3% | +373.9% | -287.6% | +22.4% |
| 5Y | +76.2% | +23.5% | +52.8% | +43.7% |
| All | +69.1% | +42.7% | +26.5% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling