-45.8%
XE vs VSXY
+39.2%
-85.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.1% | -5.2% | -7.6% |
| 7D | -11.4% | -0.3% | -11.1% | -11.1% |
| 30D | -23.0% | -22.1% | -1.0% | -19.1% |
| 3M | -12.1% | -1.1% | -11.0% | -12.0% |
| All | -45.8% | +39.2% | -85.0% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling