+593.0%
VLO vs VSXY
+93.0%
+499.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +9.6% | -1.7% | +11.4% | +9.8% |
| 30D | -17.4% | +20.1% | -37.5% | -18.8% |
| 3M | +10.8% | +16.6% | -5.8% | +8.9% |
| 6M | +56.9% | +134.9% | -78.0% | +42.5% |
| YTD | +136.8% | +96.0% | +40.8% | +117.5% |
| 1Y | +120.7% | +203.8% | -83.1% | +92.1% |
| 3Y | +231.9% | +465.3% | -233.4% | +154.6% |
| 5Y | +479.0% | +106.3% | +372.7% | +384.9% |
| All | +593.0% | +93.0% | +499.9% | +458.3% |
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 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