+194.4%
VSXY vs ESTC
+7.3%
+187.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +2.5% |
| 7D | -14.0% | -8.1% | -5.9% | -13.9% |
| 30D | -15.9% | +31.7% | -47.6% | -16.0% |
| 3M | +3.4% | +41.1% | -37.7% | +3.1% |
| 6M | +25.9% | +77.1% | -51.2% | +24.5% |
| YTD | +39.5% | +21.7% | +17.8% | +39.2% |
| 1Y | +194.4% | +8.4% | +186.0% | +192.3% |
| All | +194.4% | +7.3% | +187.1% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling