+154.8%
EXPE vs VSXY
+353.1%
-198.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.3% |
| 7D | -11.5% | -10.7% | -0.8% | -10.4% |
| 30D | -13.1% | -24.3% | +11.2% | -10.2% |
| 3M | +18.1% | +1.0% | +17.1% | +17.5% |
| 6M | +13.3% | +57.4% | -44.1% | +4.3% |
| YTD | -3.2% | +39.8% | -43.0% | -10.2% |
| 1Y | +26.1% | +196.5% | -170.3% | +1.6% |
| All | +154.8% | +353.1% | -198.4% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling