+54.9%
XLE vs VSXY
+335.0%
-280.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +1.0% |
| 7D | 0.0% | -6.8% | +6.8% | +0.2% |
| 30D | +12.6% | -20.4% | +33.0% | +13.5% |
| 3M | +11.8% | +2.9% | +8.9% | +11.5% |
| 6M | +16.1% | +67.9% | -51.8% | +12.6% |
| YTD | +46.9% | +44.9% | +2.0% | +43.3% |
| 1Y | +53.3% | +205.9% | -152.7% | +41.6% |
| 3Y | +54.9% | +373.9% | -318.9% | +29.6% |
| All | +54.9% | +335.0% | -280.1% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling