+218.3%
XLE vs VSXY
+93.0%
+125.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +5.4% | -1.7% | +7.2% | +5.5% |
| 30D | -3.9% | +20.1% | -24.1% | -5.1% |
| 3M | +7.0% | +16.6% | -9.6% | +5.8% |
| 6M | +14.2% | +134.9% | -120.7% | +6.9% |
| YTD | +48.2% | +96.0% | -47.8% | +39.7% |
| 1Y | +47.7% | +203.8% | -156.1% | +33.9% |
| 3Y | +70.0% | +465.3% | -395.3% | +39.8% |
| 5Y | +169.1% | +106.3% | +62.8% | +135.3% |
| All | +218.3% | +93.0% | +125.3% | +174.0% |
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