-38.0%
VG vs VSXY
+97.4%
-135.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.7% | +2.0% |
| 7D | -2.5% | -6.8% | +4.3% | -2.3% |
| 30D | +11.1% | -20.4% | +31.5% | +11.9% |
| 3M | +14.9% | +2.9% | +12.0% | +14.7% |
| 6M | +18.4% | +67.9% | -49.6% | +13.0% |
| YTD | +116.6% | +44.9% | +71.7% | +108.0% |
| 1Y | +9.4% | +205.9% | -196.6% | -14.2% |
| All | -38.0% | +97.4% | -135.4% | -48.5% |
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