+1.0%
EW vs VSXY
+93.0%
-92.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +4.9% | -1.7% | +6.6% | +5.0% |
| 30D | +23.9% | +20.1% | +3.8% | +22.5% |
| 3M | +15.8% | +16.6% | -0.8% | +14.5% |
| 6M | +31.7% | +134.9% | -103.3% | +23.4% |
| YTD | +25.7% | +96.0% | -70.3% | +18.9% |
| 1Y | +24.4% | +203.8% | -179.3% | +14.0% |
| 3Y | +65.9% | +465.3% | -399.5% | +38.5% |
| 5Y | -7.6% | +106.3% | -113.9% | -15.2% |
| All | +1.0% | +93.0% | -92.0% | -6.8% |
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