+216.3%
XLE vs VSXY
+33.4%
+182.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +6.6% | -22.1% | +28.6% | +8.0% |
| 3M | +12.3% | -1.1% | +13.4% | +12.0% |
| 6M | +18.4% | +53.8% | -35.4% | +13.6% |
| YTD | +47.2% | +35.5% | +11.7% | +42.1% |
| 1Y | +50.3% | +186.0% | -135.7% | +35.6% |
| 3Y | +55.3% | +343.2% | -287.9% | +28.5% |
| 5Y | +226.0% | +19.0% | +207.0% | +191.7% |
| All | +216.3% | +33.4% | +182.9% | +178.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling