-29.4%
EW vs VSXY
+19.3%
-48.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | -5.1% | -10.7% | +5.6% | -4.5% |
| 30D | -6.4% | -24.3% | +17.9% | -4.8% |
| 3M | -1.6% | +1.0% | -2.6% | -1.9% |
| 6M | +2.3% | +57.4% | -55.1% | -1.9% |
| YTD | +1.1% | +39.8% | -38.7% | -2.5% |
| 1Y | +8.0% | +196.5% | -188.5% | -1.8% |
| 3Y | +16.3% | +357.2% | -340.9% | -4.3% |
| 5Y | -29.4% | +18.9% | -48.3% | -28.3% |
| All | -29.4% | +19.3% | -48.7% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling