+8.6%
VNQ vs VSXY
+37.5%
-29.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.6% | -18.7% | +16.1% | -1.0% |
| 3M | -2.0% | -4.0% | +2.0% | -2.0% |
| 6M | +4.3% | +67.5% | -63.2% | -1.9% |
| YTD | +9.2% | +39.7% | -30.4% | +4.0% |
| 1Y | +5.6% | +180.0% | -174.4% | -6.7% |
| 3Y | +30.8% | +337.3% | -306.4% | +4.2% |
| 5Y | +8.0% | +22.7% | -14.7% | -4.7% |
| All | +8.6% | +37.5% | -29.0% | -4.0% |
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