+105.4%
EXE vs VSXY
+15.5%
+89.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | -0.8% | -22.1% | +21.3% | +0.6% |
| 3M | +10.0% | -1.1% | +11.2% | +9.8% |
| 6M | -6.3% | +53.8% | -60.2% | -10.2% |
| YTD | -10.7% | +35.5% | -46.2% | -13.7% |
| 1Y | +2.7% | +186.0% | -183.3% | -7.3% |
| 3Y | +19.1% | +343.2% | -324.1% | -3.7% |
| 5Y | +105.4% | +19.0% | +86.4% | +82.0% |
| All | +105.4% | +15.5% | +89.9% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling