+634.2%
VRT vs VSXY
+93.0%
+541.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.9% |
| 7D | +10.5% | -1.7% | +12.2% | +10.9% |
| 30D | -9.3% | +20.1% | -29.4% | -12.9% |
| 3M | -29.6% | +16.6% | -46.2% | -32.4% |
| 6M | -45.4% | +134.9% | -180.3% | -56.4% |
| YTD | +24.8% | +96.0% | -71.2% | +2.1% |
| 1Y | +23.6% | +203.8% | -180.2% | -10.1% |
| 3Y | +379.7% | +465.3% | -85.7% | +170.8% |
| 5Y | +660.3% | +106.3% | +554.0% | +463.2% |
| All | +634.2% | +93.0% | +541.2% | +435.5% |
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