+66.2%
VIG vs VSXY
+37.5%
+28.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -2.7% | -18.7% | +15.9% | -1.3% |
| 3M | +2.5% | -4.0% | +6.5% | +2.5% |
| 6M | +9.2% | +67.5% | -58.2% | +3.1% |
| YTD | +9.8% | +39.7% | -29.8% | +4.9% |
| 1Y | +12.4% | +180.0% | -167.6% | +0.2% |
| 3Y | +55.9% | +337.3% | -281.4% | +26.7% |
| 5Y | +63.9% | +22.7% | +41.3% | +47.7% |
| All | +66.2% | +37.5% | +28.6% | +48.9% |
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