-62.8%
ETSY vs VSXY
+37.5%
-100.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.4% | +0.9% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -8.6% | -18.7% | +10.0% | -4.4% |
| 3M | +4.8% | -4.0% | +8.8% | +4.8% |
| 6M | +38.1% | +67.5% | -29.4% | +15.8% |
| YTD | +31.2% | +39.7% | -8.4% | +14.5% |
| 1Y | +22.1% | +180.0% | -157.9% | -13.1% |
| 3Y | +12.2% | +337.3% | -325.0% | -40.5% |
| 5Y | -66.5% | +22.7% | -89.1% | -73.8% |
| All | -62.8% | +37.5% | -100.4% | -71.5% |
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