+52.7%
VMC vs VSXY
+42.7%
+10.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.1% |
| 7D | -0.5% | -6.8% | +6.2% | +0.1% |
| 30D | -9.1% | -20.4% | +11.3% | -7.0% |
| 3M | -4.1% | +2.9% | -7.0% | -4.8% |
| 6M | -5.5% | +67.9% | -73.5% | -12.3% |
| YTD | -8.9% | +44.9% | -53.8% | -14.3% |
| 1Y | -12.9% | +205.9% | -218.9% | -25.4% |
| 3Y | +22.1% | +373.9% | -351.7% | -7.3% |
| 5Y | +52.7% | +23.5% | +29.3% | +38.1% |
| All | +52.7% | +42.7% | +10.0% | +37.2% |
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