+142.5%
VGT vs VSXY
+33.4%
+109.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.7% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.4% | -22.1% | +21.6% | +2.5% |
| 3M | +6.6% | -1.1% | +7.8% | +6.1% |
| 6M | +31.0% | +53.8% | -22.8% | +20.8% |
| YTD | +27.2% | +35.5% | -8.2% | +18.7% |
| 1Y | +34.5% | +186.0% | -151.6% | +11.5% |
| 3Y | +123.1% | +343.2% | -220.0% | +60.9% |
| 5Y | +135.1% | +19.0% | +116.1% | +102.2% |
| All | +142.5% | +33.4% | +109.0% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling