-49.7%
TE vs VSXY
+19.0%
-68.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.4% |
| 3M | -40.8% | -1.1% | -39.6% | -41.5% |
| 6M | -42.6% | +53.8% | -96.4% | -51.6% |
| YTD | -31.4% | +35.5% | -66.9% | -40.8% |
| 1Y | +144.9% | +186.0% | -41.1% | +68.3% |
| 3Y | -26.0% | +343.2% | -369.2% | -57.8% |
| All | -49.7% | +19.0% | -68.7% | -61.7% |
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