+149.8%
VSXY vs ESTC
-38.3%
+188.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | +20.1% | -4.2% | +24.4% | +21.2% |
| 3M | +16.6% | +2.5% | +14.1% | +14.0% |
| 6M | +134.9% | +81.5% | +53.5% | +93.6% |
| YTD | +96.0% | +16.8% | +79.1% | +80.2% |
| 1Y | +203.8% | -3.5% | +207.2% | +192.8% |
| 3Y | +465.3% | +17.7% | +447.6% | +385.3% |
| 5Y | +106.3% | -51.7% | +158.1% | +84.5% |
| All | +149.8% | -38.3% | +188.1% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling