+40.1%
VG vs VSXY
+217.9%
-177.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.7% | +3.1% |
| 7D | -8.3% | +15.2% | -23.5% | -6.2% |
| 30D | -10.3% | +37.0% | -47.3% | -5.9% |
| 3M | -10.8% | +15.2% | -26.0% | -8.5% |
| 6M | +3.5% | +136.3% | -132.8% | +24.1% |
| YTD | +74.0% | +109.6% | -35.6% | +104.4% |
| All | +40.1% | +217.9% | -177.8% | +59.3% |
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