+47.7%
XLE vs VSXY
+202.3%
-154.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.0% |
| 7D | +5.4% | -1.7% | +7.2% | +5.4% |
| 30D | -3.9% | +20.1% | -24.1% | -3.4% |
| 3M | +7.0% | +16.6% | -9.6% | +7.7% |
| 6M | +14.2% | +134.9% | -120.7% | +18.0% |
| YTD | +48.2% | +96.0% | -47.8% | +52.6% |
| 1Y | +47.7% | +203.8% | -156.1% | +49.4% |
| All | +47.7% | +202.3% | -154.6% | +49.4% |
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