+218.1%
XLE vs VSXY
+37.7%
+180.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.0% |
| 7D | +0.3% | -10.7% | +11.0% | +0.9% |
| 30D | +8.5% | -24.3% | +32.8% | +10.2% |
| 3M | +14.6% | +1.0% | +13.6% | +14.2% |
| 6M | +17.6% | +57.4% | -39.8% | +12.7% |
| YTD | +48.1% | +39.8% | +8.3% | +42.7% |
| 1Y | +53.8% | +196.5% | -142.7% | +38.4% |
| 3Y | +56.2% | +357.2% | -301.0% | +29.0% |
| 5Y | +227.7% | +18.9% | +208.8% | +192.9% |
| All | +218.1% | +37.7% | +180.5% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling