+58.1%
V vs VSXY
+37.5%
+20.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | +3.1% | -18.7% | +21.7% | +4.4% |
| 3M | +16.3% | -4.0% | +20.3% | +16.3% |
| 6M | +20.4% | +67.5% | -47.1% | +13.9% |
| YTD | +6.3% | +39.7% | -33.4% | +1.8% |
| 1Y | +8.7% | +180.0% | -171.3% | -2.7% |
| 3Y | +53.3% | +337.3% | -284.0% | +24.5% |
| 5Y | +71.1% | +22.7% | +48.4% | +55.2% |
| All | +58.1% | +37.5% | +20.6% | +45.4% |
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 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