-65.6%
XE vs VSXY
+106.6%
-172.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +8.4% | -16.8% | -10.1% |
| 7D | -12.9% | +14.2% | -27.1% | -15.4% |
| 30D | -30.3% | +21.9% | -52.1% | -33.3% |
| 3M | -45.9% | +22.1% | -68.0% | -48.6% |
| 6M | -66.2% | +116.7% | -182.9% | -71.8% |
| All | -65.6% | +106.6% | -172.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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