+13.8%
VRT vs VSXY
+210.1%
-196.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.4% | -21.3% | -13.5% |
| 7D | -15.4% | +14.2% | -29.6% | -16.4% |
| 30D | -19.0% | +21.9% | -40.8% | -20.3% |
| 3M | -23.8% | +22.1% | -46.0% | -25.5% |
| 6M | -37.9% | +116.7% | -154.6% | -42.8% |
| YTD | +27.0% | +101.1% | -74.2% | +14.1% |
| 1Y | +13.8% | +208.0% | -194.2% | -12.0% |
| All | +13.8% | +210.1% | -196.3% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling