+86.0%
EXPE vs VSXY
+37.4%
+48.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -9.5% | -14.0% | +4.5% | -7.4% |
| 30D | -6.6% | -15.9% | +9.3% | -4.2% |
| 3M | +31.4% | +3.4% | +28.0% | +30.0% |
| 6M | +35.2% | +25.9% | +9.3% | +25.9% |
| YTD | +5.8% | +39.5% | -33.7% | -3.9% |
| 1Y | +38.7% | +194.4% | -155.7% | +7.2% |
| 3Y | +175.8% | +281.4% | -105.6% | +83.8% |
| 5Y | +111.8% | +12.8% | +99.1% | +66.5% |
| All | +86.0% | +37.4% | +48.7% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling