+165.3%
EXEL vs VSXY
+353.1%
-187.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.3% |
| 7D | -0.3% | -10.7% | +10.4% | +0.1% |
| 30D | +10.1% | -24.3% | +34.4% | +11.4% |
| 3M | +10.1% | +1.0% | +9.1% | +9.8% |
| 6M | +37.7% | +57.4% | -19.7% | +33.3% |
| YTD | +33.1% | +39.8% | -6.7% | +29.7% |
| 1Y | +52.4% | +196.5% | -144.1% | +41.3% |
| All | +165.3% | +353.1% | -187.9% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling