+204.8%
XLE vs VSXY
+101.4%
+103.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.6% |
| 7D | -6.7% | +10.2% | -16.9% | -7.3% |
| 30D | -4.4% | +33.6% | -38.1% | -6.1% |
| 3M | +4.0% | +10.8% | -6.8% | +3.1% |
| 6M | +13.2% | +130.5% | -117.4% | +6.2% |
| YTD | +41.9% | +104.4% | -62.6% | +33.5% |
| 1Y | +41.6% | +216.5% | -174.9% | +28.1% |
| 3Y | +64.0% | +465.9% | -401.9% | +35.1% |
| 5Y | +158.1% | +123.1% | +35.0% | +125.1% |
| All | +204.8% | +101.4% | +103.5% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling