-80.4%
VFC vs VSXY
+37.5%
-118.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -9.0% | -18.7% | +9.7% | -3.3% |
| 3M | -24.2% | -4.0% | -20.2% | -24.0% |
| 6M | -18.5% | +67.5% | -86.0% | -35.3% |
| YTD | -25.9% | +39.7% | -65.5% | -37.9% |
| 1Y | -13.0% | +180.0% | -193.0% | -43.8% |
| 3Y | -20.3% | +337.3% | -357.6% | -58.6% |
| 5Y | -78.1% | +22.7% | -100.7% | -85.4% |
| All | -80.4% | +37.5% | -118.0% | -87.0% |
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