+65.7%
VIG vs VSXY
+37.7%
+28.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | -1.2% | -10.7% | +9.6% | -0.4% |
| 30D | -2.8% | -24.3% | +21.4% | -0.8% |
| 3M | +2.5% | +1.0% | +1.5% | +2.0% |
| 6M | +8.1% | +57.4% | -49.3% | +2.6% |
| YTD | +9.6% | +39.8% | -30.2% | +4.7% |
| 1Y | +14.2% | +196.5% | -182.3% | +1.3% |
| 3Y | +56.1% | +357.2% | -301.1% | +26.2% |
| 5Y | +62.8% | +18.9% | +44.0% | +46.8% |
| All | +65.7% | +37.7% | +28.1% | +48.5% |
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 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