+127.6%
EXE vs VSXY
+37.5%
+90.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.3% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | -0.9% | -18.7% | +17.8% | +0.1% |
| 3M | +9.6% | -4.0% | +13.5% | +9.6% |
| 6M | -11.6% | +67.5% | -79.1% | -15.5% |
| YTD | -12.6% | +39.7% | -52.2% | -15.5% |
| 1Y | +1.2% | +180.0% | -178.8% | -7.8% |
| 3Y | +18.0% | +337.3% | -319.2% | -2.0% |
| 5Y | +101.1% | +22.7% | +78.4% | +79.9% |
| All | +127.6% | +37.5% | +90.0% | +101.9% |
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