+32.0%
XEL vs VSXY
+22.6%
+9.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -3.9% | -18.7% | +14.7% | -3.5% |
| 3M | -2.8% | -4.0% | +1.2% | -2.8% |
| 6M | -5.4% | +67.5% | -72.9% | -6.8% |
| YTD | +3.8% | +39.7% | -35.9% | +2.4% |
| 1Y | +6.8% | +180.0% | -173.1% | +3.7% |
| 3Y | +45.6% | +337.3% | -291.7% | +36.5% |
| All | +32.0% | +22.6% | +9.4% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling