-42.8%
TE vs VSXY
+37.5%
-80.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | -5.9% | -18.7% | +12.8% | -0.7% |
| 3M | -45.6% | -4.0% | -41.6% | -45.8% |
| 6M | -43.4% | +67.5% | -110.8% | -53.2% |
| YTD | -31.0% | +39.7% | -70.6% | -40.7% |
| 1Y | +145.2% | +180.0% | -34.8% | +71.0% |
| 3Y | -24.1% | +337.3% | -361.3% | -56.1% |
| 5Y | -48.1% | +22.7% | -70.8% | -60.4% |
| All | -42.8% | +37.5% | -80.3% | -60.9% |
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