+3.8%
EXC vs VSXY
+190.1%
-186.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -2.4% | -22.1% | +19.7% | -2.4% |
| 3M | -4.0% | -1.1% | -2.8% | -4.0% |
| 6M | -9.8% | +53.8% | -63.6% | -9.9% |
| YTD | +2.3% | +35.5% | -33.2% | +2.0% |
| 1Y | +3.8% | +186.0% | -182.2% | +3.3% |
| All | +3.8% | +190.1% | -186.2% | +3.3% |
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 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