+8.0%
XEL vs VSXY
+224.6%
-216.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -1.0% | -14.0% | +13.0% | -0.7% |
| 30D | -1.9% | -15.9% | +14.0% | -1.6% |
| 3M | -1.9% | +3.4% | -5.3% | -2.1% |
| 6M | -7.4% | +25.9% | -33.4% | -8.8% |
| YTD | +4.1% | +39.5% | -35.4% | +2.9% |
| 1Y | +8.0% | +194.4% | -186.3% | +5.8% |
| All | +8.0% | +224.6% | -216.5% | +5.8% |
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