+22.7%
EXPD vs VSXY
+106.9%
-84.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.2% |
| 7D | -7.2% | +11.8% | -19.0% | -6.7% |
| 30D | -3.3% | +25.9% | -29.2% | -2.4% |
| 3M | +3.4% | +15.5% | -12.1% | +4.1% |
| 6M | +22.7% | +109.7% | -87.0% | +26.9% |
| All | +22.7% | +106.9% | -84.2% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling