+91.4%
EXPE vs VSXY
+22.6%
+68.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.9% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -13.6% | -18.7% | +5.1% | -10.6% |
| 3M | +25.2% | -4.0% | +29.2% | +25.3% |
| 6M | +22.3% | +67.5% | -45.1% | +7.5% |
| YTD | -0.3% | +39.7% | -40.0% | -10.3% |
| 1Y | +27.8% | +180.0% | -152.2% | -2.8% |
| 3Y | +162.4% | +337.3% | -174.8% | +59.6% |
| All | +91.4% | +22.6% | +68.7% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling