+195.1%
VSXY vs ESTC
-5.1%
+200.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.6% |
| 7D | -10.7% | -3.3% | -7.4% | -10.8% |
| 30D | -24.3% | +13.4% | -37.7% | -24.4% |
| 3M | +1.0% | +41.3% | -40.3% | +0.4% |
| 6M | +57.4% | +62.6% | -5.2% | +55.1% |
| YTD | +39.8% | +14.8% | +25.0% | +39.7% |
| All | +195.1% | -5.1% | +200.2% | +215.5% |
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