+60.9%
EXC vs VSXY
+37.7%
+23.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | +0.3% | -10.7% | +11.1% | +0.5% |
| 30D | -0.9% | -24.3% | +23.4% | -0.3% |
| 3M | -2.7% | +1.0% | -3.7% | -2.8% |
| 6M | -9.4% | +57.4% | -66.7% | -10.6% |
| YTD | +3.0% | +39.8% | -36.7% | +1.8% |
| 1Y | +5.1% | +196.5% | -191.3% | +1.7% |
| 3Y | +20.6% | +357.2% | -336.6% | +11.4% |
| 5Y | +45.7% | +18.9% | +26.8% | +41.1% |
| All | +60.9% | +37.7% | +23.3% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling