+49.4%
VMC vs VSXY
+37.5%
+11.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.5% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -9.7% | -18.7% | +9.0% | -7.8% |
| 3M | -9.6% | -4.0% | -5.7% | -9.5% |
| 6M | -4.8% | +67.5% | -72.3% | -11.7% |
| YTD | -10.9% | +39.7% | -50.5% | -15.8% |
| 1Y | -15.6% | +180.0% | -195.6% | -26.9% |
| 3Y | +19.3% | +337.3% | -318.0% | -8.4% |
| 5Y | +48.0% | +22.7% | +25.3% | +34.3% |
| All | +49.4% | +37.5% | +11.9% | +34.8% |
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