+61.0%
EXPE vs VSXY
+93.0%
-32.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -0.5% | -1.7% | +1.3% | -0.3% |
| 30D | -6.1% | +20.1% | -26.2% | -8.9% |
| 3M | -21.3% | +16.6% | -37.9% | -23.6% |
| 6M | +19.0% | +134.9% | -115.9% | 0.0% |
| YTD | -8.4% | +96.0% | -104.4% | -21.5% |
| 1Y | -2.8% | +203.8% | -206.6% | -24.0% |
| 3Y | +120.8% | +465.3% | -344.6% | +38.1% |
| 5Y | +46.2% | +106.3% | -60.1% | +9.6% |
| All | +61.0% | +93.0% | -32.0% | +19.8% |
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