+59.8%
EXC vs VSXY
+33.4%
+26.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -2.4% | -22.1% | +19.7% | -1.9% |
| 3M | -4.0% | -1.1% | -2.8% | -4.0% |
| 6M | -9.8% | +53.8% | -63.6% | -11.0% |
| YTD | +2.3% | +35.5% | -33.2% | +1.1% |
| 1Y | +3.8% | +186.0% | -182.2% | +0.5% |
| 3Y | +19.7% | +343.2% | -323.4% | +10.7% |
| 5Y | +45.6% | +19.0% | +26.6% | +41.1% |
| All | +59.8% | +33.4% | +26.4% | +54.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling