+9.4%
VG vs VSXY
+199.4%
-190.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.7% | +2.6% |
| 7D | -2.5% | -6.8% | +4.3% | -3.2% |
| 30D | +11.1% | -20.4% | +31.5% | +8.3% |
| 3M | +14.9% | +2.9% | +12.0% | +16.2% |
| 6M | +18.4% | +67.9% | -49.6% | +29.9% |
| YTD | +116.6% | +44.9% | +71.7% | +131.5% |
| 1Y | +9.4% | +205.9% | -196.6% | -4.5% |
| All | +9.4% | +199.4% | -190.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling