+221.9%
VIK vs VSXY
+318.2%
-96.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.7% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -17.3% | -22.1% | +4.8% | -14.1% |
| 3M | -5.1% | -1.1% | -3.9% | -5.6% |
| 6M | +16.2% | +53.8% | -37.6% | +3.6% |
| YTD | +17.6% | +35.5% | -17.8% | +7.4% |
| 1Y | +33.5% | +186.0% | -152.5% | +3.3% |
| All | +221.9% | +318.2% | -96.3% | +144.9% |
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 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