-80.5%
VFC vs VSXY
+42.7%
-123.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.7% | -3.1% |
| 7D | +0.8% | -6.8% | +7.6% | +2.7% |
| 30D | -11.9% | -20.4% | +8.4% | -5.9% |
| 3M | -20.2% | +2.9% | -23.1% | -21.7% |
| 6M | -23.0% | +67.9% | -90.9% | -38.8% |
| YTD | -26.2% | +44.9% | -71.1% | -38.9% |
| 1Y | -13.3% | +205.9% | -219.3% | -45.7% |
| 3Y | -25.5% | +373.9% | -399.3% | -62.2% |
| 5Y | -78.1% | +23.5% | -101.6% | -85.6% |
| All | -80.5% | +42.7% | -123.2% | -87.2% |
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