-24.5%
TE vs VSXY
+339.2%
-363.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -5.8% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | -16.3% | -22.1% | +5.8% | -10.3% |
| 3M | -40.8% | -1.1% | -39.6% | -41.6% |
| 6M | -42.6% | +53.8% | -96.4% | -51.9% |
| YTD | -31.4% | +35.5% | -66.9% | -41.1% |
| 1Y | +144.9% | +186.0% | -41.1% | +66.2% |
| All | -24.5% | +339.2% | -363.7% | -48.1% |
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