+17.2%
VIK vs VSXY
+67.0%
-49.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.2% |
| 7D | -0.8% | -10.7% | +9.9% | -0.2% |
| 30D | -18.0% | -24.3% | +6.2% | -16.6% |
| 3M | -5.8% | +1.0% | -6.8% | -6.1% |
| 6M | +17.2% | +57.4% | -40.2% | +5.7% |
| All | +17.2% | +67.0% | -49.9% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling