-39.1%
TE vs VSXY
+37.7%
-76.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.5% | +0.5% | -2.0% |
| 7D | +15.0% | -10.7% | +25.7% | +18.2% |
| 30D | -7.5% | -24.3% | +16.7% | -0.5% |
| 3M | -42.0% | +1.0% | -43.0% | -43.1% |
| 6M | -31.4% | +57.4% | -88.8% | -42.4% |
| YTD | -26.5% | +39.8% | -66.3% | -36.9% |
| 1Y | +153.1% | +196.5% | -43.4% | +73.5% |
| 3Y | -20.7% | +357.2% | -377.9% | -54.8% |
| 5Y | -45.4% | +18.9% | -64.3% | -58.0% |
| All | -39.1% | +37.7% | -76.8% | -58.4% |
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