+237.2%
EXEL vs VSXY
+33.4%
+203.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.4% |
| 7D | -2.9% | -0.3% | -2.5% | -2.9% |
| 30D | +11.9% | -22.1% | +33.9% | +13.3% |
| 3M | +9.2% | -1.1% | +10.4% | +9.0% |
| 6M | +39.1% | +53.8% | -14.7% | +34.0% |
| YTD | +31.0% | +35.5% | -4.5% | +27.1% |
| 1Y | +52.3% | +186.0% | -133.7% | +39.9% |
| 3Y | +159.7% | +343.2% | -183.4% | +124.8% |
| 5Y | +187.7% | +19.0% | +168.7% | +167.6% |
| All | +237.2% | +33.4% | +203.8% | +217.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling