+225.6%
ET vs VSXY
+42.7%
+182.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | -0.2% |
| 7D | +0.4% | -6.8% | +7.2% | +0.8% |
| 30D | +6.9% | -20.4% | +27.2% | +8.4% |
| 3M | +13.1% | +2.9% | +10.2% | +12.5% |
| 6M | +18.7% | +67.9% | -49.2% | +12.8% |
| YTD | +37.4% | +44.9% | -7.4% | +31.7% |
| 1Y | +34.8% | +205.9% | -171.1% | +20.6% |
| 3Y | +96.8% | +373.9% | -277.1% | +61.8% |
| 5Y | +238.2% | +23.5% | +214.8% | +202.3% |
| All | +225.6% | +42.7% | +182.9% | +189.5% |
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 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