+164.3%
EWY vs VSXY
+224.6%
-60.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.3% |
| 7D | +4.8% | -14.0% | +18.8% | +6.6% |
| 30D | +11.7% | -15.9% | +27.6% | +13.6% |
| 3M | -7.4% | +3.4% | -10.8% | -8.6% |
| 6M | +40.6% | +25.9% | +14.6% | +33.0% |
| YTD | +94.3% | +39.5% | +54.8% | +79.9% |
| 1Y | +164.3% | +194.4% | -30.1% | +115.4% |
| All | +164.3% | +224.6% | -60.3% | +115.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling