+49.9%
XLE vs VSXY
+210.1%
-160.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.4% | -13.1% | -4.4% |
| 7D | -7.2% | +14.2% | -21.4% | -6.7% |
| 30D | +0.1% | +21.9% | -21.7% | +0.8% |
| 3M | +9.2% | +22.1% | -12.9% | +10.1% |
| 6M | +8.4% | +116.7% | -108.3% | +11.8% |
| YTD | +44.9% | +101.1% | -56.2% | +49.8% |
| 1Y | +49.9% | +208.0% | -158.2% | +52.3% |
| All | +49.9% | +210.1% | -160.3% | +52.3% |
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