-44.1%
VG vs VSXY
+163.2%
-207.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.8% | +9.5% | +4.8% |
| 7D | +15.1% | -1.6% | +16.7% | +15.1% |
| 30D | -4.2% | +17.8% | -22.0% | -4.7% |
| 3M | -3.1% | +12.5% | -15.6% | -3.5% |
| 6M | +0.3% | +124.7% | -124.4% | -4.1% |
| YTD | +95.5% | +93.2% | +2.3% | +86.0% |
| 1Y | +64.4% | +195.6% | -131.2% | +39.8% |
| All | -44.1% | +163.2% | -207.3% | -54.0% |
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