+78.0%
VSXY vs ESTC
-41.7%
+119.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.1% | -9.2% | +9.3% | +2.5% |
| 30D | -18.7% | +8.1% | -26.7% | -21.6% |
| 3M | -4.0% | +38.5% | -42.4% | -13.6% |
| 6M | +67.5% | +57.8% | +9.7% | +43.0% |
| YTD | +39.7% | +10.5% | +29.1% | +30.7% |
| 1Y | +180.0% | -6.4% | +186.3% | +171.5% |
| 3Y | +337.3% | +4.7% | +332.6% | +287.0% |
| 5Y | +22.7% | -47.8% | +70.4% | +9.2% |
| All | +78.0% | -41.7% | +119.7% | +61.0% |
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