-5.7%
EXE vs VSXY
+132.7%
-138.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.9% |
| 7D | +5.3% | -1.7% | +7.1% | +5.2% |
| 30D | -2.2% | +20.1% | -22.3% | -1.4% |
| 3M | -5.9% | +16.6% | -22.5% | -5.1% |
| 6M | -5.7% | +134.9% | -140.7% | -2.6% |
| All | -5.7% | +132.7% | -138.4% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling