+4.6%
EXC vs VSXY
+202.3%
-197.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +1.4% | -1.7% | +3.1% | +1.4% |
| 30D | +8.6% | +20.1% | -11.5% | +8.6% |
| 3M | +2.4% | +16.6% | -14.2% | +2.4% |
| 6M | +6.5% | +134.9% | -128.5% | +6.2% |
| YTD | +9.0% | +96.0% | -86.9% | +8.5% |
| 1Y | +4.6% | +203.8% | -199.2% | +2.7% |
| All | +4.6% | +202.3% | -197.7% | +2.7% |
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