+226.2%
ET vs VSXY
+37.5%
+188.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +2.9% | -18.7% | +21.5% | +4.2% |
| 3M | +16.8% | -4.0% | +20.8% | +16.8% |
| 6M | +18.9% | +67.5% | -48.6% | +13.0% |
| YTD | +37.7% | +39.7% | -2.0% | +32.3% |
| 1Y | +32.4% | +180.0% | -147.5% | +19.3% |
| 3Y | +99.5% | +337.3% | -237.8% | +65.2% |
| 5Y | +244.0% | +22.7% | +221.3% | +208.1% |
| All | +226.2% | +37.5% | +188.7% | +190.8% |
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