+57.9%
EXEL vs VSXY
+224.6%
-166.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.2% |
| 7D | +8.4% | -14.0% | +22.4% | +8.6% |
| 30D | +4.1% | -15.9% | +20.0% | +4.4% |
| 3M | +12.4% | +3.4% | +9.0% | +12.4% |
| 6M | +41.5% | +25.9% | +15.6% | +41.0% |
| YTD | +34.6% | +39.5% | -4.9% | +32.7% |
| 1Y | +57.9% | +194.4% | -136.5% | +42.5% |
| All | +57.9% | +224.6% | -166.7% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling