+229.5%
EXEL vs VSXY
+37.5%
+192.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +11.4% | -18.7% | +30.1% | +12.5% |
| 3M | +4.9% | -4.0% | +8.9% | +4.9% |
| 6M | +34.4% | +67.5% | -33.1% | +28.8% |
| YTD | +28.0% | +39.7% | -11.6% | +23.9% |
| 1Y | +43.6% | +180.0% | -136.3% | +32.1% |
| 3Y | +155.2% | +337.3% | -182.1% | +121.3% |
| 5Y | +181.2% | +22.7% | +158.5% | +161.1% |
| All | +229.5% | +37.5% | +192.0% | +209.4% |
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