+197.5%
EWT vs VSXY
+352.7%
-155.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.6% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +4.5% | -18.7% | +23.1% | +6.1% |
| 3M | +8.3% | -4.0% | +12.2% | +8.2% |
| 6M | +54.2% | +67.5% | -13.2% | +45.3% |
| YTD | +74.6% | +39.7% | +34.9% | +66.4% |
| 1Y | +84.9% | +180.0% | -95.1% | +64.8% |
| 3Y | +197.5% | +337.3% | -139.7% | +154.3% |
| All | +197.5% | +352.7% | -155.2% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling