+157.9%
ETR vs VSXY
+42.7%
+115.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.9% | -2.7% | +1.0% |
| 7D | +1.4% | -6.8% | +8.2% | +1.7% |
| 30D | +1.9% | -20.4% | +22.2% | +2.9% |
| 3M | +1.0% | +2.9% | -1.9% | +0.6% |
| 6M | +4.8% | +67.9% | -63.1% | +1.4% |
| YTD | +19.5% | +44.9% | -25.3% | +16.2% |
| 1Y | +28.1% | +205.9% | -177.8% | +19.3% |
| 3Y | +151.1% | +373.9% | -222.7% | +121.2% |
| 5Y | +125.2% | +23.5% | +101.7% | +109.5% |
| All | +157.9% | +42.7% | +115.2% | +139.2% |
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