-78.7%
VFC vs VSXY
+19.2%
-97.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.0% |
| 7D | -2.3% | -10.7% | +8.4% | +1.0% |
| 30D | -13.4% | -24.3% | +10.9% | -5.4% |
| 3M | -23.7% | +1.0% | -24.7% | -24.8% |
| 6M | -24.5% | +57.4% | -81.8% | -39.6% |
| YTD | -27.8% | +39.8% | -67.6% | -40.4% |
| 1Y | -13.5% | +196.5% | -209.9% | -47.3% |
| 3Y | -27.1% | +357.2% | -384.4% | -65.2% |
| All | -78.7% | +19.2% | -97.9% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling