+150.3%
ETR vs VSXY
+37.5%
+112.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -1.8% | -18.7% | +16.9% | -0.9% |
| 3M | -3.6% | -4.0% | +0.4% | -3.6% |
| 6M | +2.6% | +67.5% | -64.9% | -0.8% |
| YTD | +16.0% | +39.7% | -23.6% | +12.9% |
| 1Y | +20.1% | +180.0% | -159.8% | +12.4% |
| 3Y | +143.6% | +337.3% | -193.7% | +115.6% |
| 5Y | +124.4% | +22.7% | +101.7% | +109.0% |
| All | +150.3% | +37.5% | +112.7% | +132.5% |
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 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