+29.4%
EXPE vs VSXY
+190.1%
-160.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.6% | +1.7% |
| 7D | -8.7% | -0.3% | -8.3% | -8.7% |
| 30D | -13.6% | -22.1% | +8.4% | -12.8% |
| 3M | +26.6% | -1.1% | +27.8% | +26.8% |
| 6M | +19.9% | +53.8% | -33.9% | +17.7% |
| YTD | -1.7% | +35.5% | -37.2% | -4.0% |
| 1Y | +29.4% | +186.0% | -156.6% | +14.8% |
| All | +29.4% | +190.1% | -160.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling