+113.8%
EXE vs VSXY
+93.0%
+20.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.8% |
| 7D | +5.3% | -1.7% | +7.1% | +5.4% |
| 30D | -2.2% | +20.1% | -22.3% | -3.2% |
| 3M | -5.9% | +16.6% | -22.5% | -6.9% |
| 6M | -5.7% | +134.9% | -140.7% | -11.4% |
| YTD | -17.8% | +96.0% | -113.8% | -22.2% |
| 1Y | -23.1% | +203.8% | -226.9% | -29.8% |
| 3Y | +21.2% | +465.3% | -444.2% | 0.0% |
| 5Y | +78.8% | +106.3% | -27.5% | +57.2% |
| All | +113.8% | +93.0% | +20.8% | +86.0% |
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 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