+158.0%
EWT vs VSXY
+37.7%
+120.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.5% |
| 7D | +2.1% | -10.7% | +12.8% | +3.1% |
| 30D | +9.4% | -24.3% | +33.6% | +12.1% |
| 3M | +10.9% | +1.0% | +9.9% | +10.3% |
| 6M | +57.9% | +57.4% | +0.6% | +48.5% |
| YTD | +75.9% | +39.8% | +36.1% | +66.6% |
| 1Y | +89.7% | +196.5% | -106.8% | +65.5% |
| 3Y | +200.9% | +357.2% | -156.4% | +139.6% |
| 5Y | +154.5% | +18.9% | +135.6% | +127.1% |
| All | +158.0% | +37.7% | +120.3% | +127.6% |
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