+77.8%
VSXY vs ESTC
-35.8%
+113.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.7% |
| 7D | -14.0% | -8.1% | -5.9% | -12.5% |
| 30D | -15.9% | +31.7% | -47.6% | -22.9% |
| 3M | +3.4% | +41.1% | -37.7% | -7.3% |
| 6M | +25.9% | +77.1% | -51.2% | +4.2% |
| YTD | +39.5% | +21.7% | +17.8% | +27.5% |
| 1Y | +194.4% | +8.4% | +186.0% | +174.2% |
| 3Y | +281.4% | +23.6% | +257.8% | +222.3% |
| 5Y | +12.8% | -46.5% | +59.2% | -1.9% |
| All | +77.8% | -35.8% | +113.6% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling