+72.8%
EXPE vs VSXY
+33.4%
+39.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +2.1% |
| 7D | -8.7% | -0.3% | -8.3% | -8.7% |
| 30D | -13.6% | -22.1% | +8.4% | -10.3% |
| 3M | +26.6% | -1.1% | +27.8% | +26.1% |
| 6M | +19.9% | +53.8% | -33.9% | +8.1% |
| YTD | -1.7% | +35.5% | -37.2% | -10.3% |
| 1Y | +29.4% | +186.0% | -156.6% | +0.4% |
| 3Y | +155.7% | +343.2% | -187.5% | +64.4% |
| 5Y | +93.1% | +19.0% | +74.1% | +52.8% |
| All | +72.8% | +33.4% | +39.4% | +36.9% |
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 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