+65.9%
VEA vs VSXY
+37.7%
+28.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | +0.3% | -10.7% | +11.0% | +1.2% |
| 30D | +0.4% | -24.3% | +24.7% | +2.7% |
| 3M | +4.8% | +1.0% | +3.8% | +4.3% |
| 6M | +11.3% | +57.4% | -46.1% | +5.3% |
| YTD | +17.4% | +39.8% | -22.4% | +11.9% |
| 1Y | +26.2% | +196.5% | -170.3% | +11.6% |
| 3Y | +77.7% | +357.2% | -279.5% | +42.5% |
| 5Y | +60.9% | +18.9% | +42.0% | +45.3% |
| All | +65.9% | +37.7% | +28.3% | +48.6% |
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 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