+148.7%
EWY vs VSXY
+22.6%
+126.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +2.9% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -18.7% | +26.0% | +9.7% |
| 3M | -5.1% | -4.0% | -1.2% | -5.2% |
| 6M | +42.1% | +67.5% | -25.4% | +31.2% |
| YTD | +94.1% | +39.7% | +54.5% | +82.5% |
| 1Y | +147.8% | +180.0% | -32.1% | +114.1% |
| 3Y | +222.9% | +337.3% | -114.4% | +147.9% |
| All | +148.7% | +22.6% | +126.1% | +131.3% |
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