+373.9%
VSXY vs ESTC
+11.7%
+362.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.7% | +7.5% | +4.5% |
| 7D | -6.8% | -4.3% | -2.5% | -6.3% |
| 30D | -20.4% | +17.7% | -38.1% | -24.0% |
| 3M | +2.9% | +42.3% | -39.4% | -6.1% |
| 6M | +67.9% | +64.6% | +3.4% | +46.1% |
| YTD | +44.9% | +17.2% | +27.7% | +36.5% |
| 1Y | +205.9% | -4.2% | +210.1% | +201.5% |
| 3Y | +373.9% | +13.5% | +360.3% | +334.9% |
| All | +373.9% | +11.7% | +362.1% | +334.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling