+135.6%
EXE vs VSXY
+42.7%
+93.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.1% |
| 7D | -1.8% | -6.8% | +5.0% | -1.5% |
| 30D | +6.4% | -20.4% | +26.8% | +7.7% |
| 3M | +9.2% | +2.9% | +6.3% | +8.8% |
| 6M | -7.0% | +67.9% | -74.9% | -11.0% |
| YTD | -9.5% | +44.9% | -54.3% | -12.7% |
| 1Y | +6.2% | +205.9% | -199.7% | -3.7% |
| 3Y | +20.7% | +373.9% | -353.1% | -0.6% |
| 5Y | +103.6% | +23.5% | +80.2% | +81.8% |
| All | +135.6% | +42.7% | +93.0% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling