+33.3%
XEL vs VSXY
+37.7%
-4.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | +0.9% | -10.7% | +11.6% | +1.1% |
| 30D | -0.9% | -24.3% | +23.4% | -0.3% |
| 3M | -1.4% | +1.0% | -2.4% | -1.5% |
| 6M | -5.8% | +57.4% | -63.2% | -7.1% |
| YTD | +4.7% | +39.8% | -35.1% | +3.4% |
| 1Y | +9.1% | +196.5% | -187.4% | +5.8% |
| 3Y | +47.8% | +357.2% | -309.4% | +38.9% |
| 5Y | +29.0% | +18.9% | +10.1% | +25.1% |
| All | +33.3% | +37.7% | -4.4% | +29.9% |
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 · 6 months rolling