-51.4%
VG vs VSXY
+171.8%
-223.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -22.0% | +11.8% | -33.9% | -22.3% |
| 30D | -11.6% | +25.9% | -37.6% | -12.3% |
| 3M | -14.9% | +15.5% | -30.4% | -15.2% |
| 6M | -3.5% | +109.7% | -113.3% | -7.0% |
| YTD | +70.0% | +99.5% | -29.5% | +61.7% |
| 1Y | +50.0% | +197.5% | -147.5% | +28.3% |
| All | -51.4% | +171.8% | -223.2% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling